Consider two RVs X and Y together with given values for μ X , μ Y , σ 2 X , σ 2 Y , and ρ. We make a linear estimate of Y based on X, that is, Define the estimate error as (1) Then find the covariance of the estimate error and the data X, that is, find Express your answer in terms of α and β and the above given parameter values. (2) Set α and β to their optimal values. Then evaluate Cov[ε,X] again.