Problem: Variance of c’X

Problem

Start with

$$Var\left( c'X \right)=c'Var\left( X \right)c$$

and $n=2$ .

• Write out both sides in non-vector notation if $c=\left( \right)$
• Write out both sides in non-vector notation if $c=\left( \right)$
• Write out both sides in non-vector notation for an arbitrary $c$