Homework Statement
Let ##X## be a random variable such that ##\mu_X = 0## and ##K_{XX} = I##.
Find ##Cov(a^T X, b^T X)## for ##a = (1, 1, 0, 0)## and ##b = (0, 1, 1, 0)##.
The Attempt at a Solution
I guess I am assuming that ##X## is a 4 element random vector. I can't know values of the random...