Consider a zero-mean random vector x = (x₁, x₂, x₃) with covariance...
a) 2x₁ - 3x₂ + 5x₃
b) x₁ + 4x₂ - 2x₃
c) -x₁ + 2x₂ + x₃
d) 3x₁ - 2x₂ + x₃