yes that variance is zero
also note that the correlation between X2 and X3 is -1.
One question:
If we have the vector :
where
and
what is the variance of the linear combination:
*****
I get that
which is equal to
Am I doing everything right? How can we get that variance? I can't calculate correlation coefficients with a variance of 0, so I am stucked here. I would really appreaciate any sort of help