Consider the multiple regression model containing three independent variables, under Assum...

Consider the multiple regression model containing three independent variables, under Assumptions MLR.1 through MLR.4:

y = β0 + β1x1 + β2x2 + β3x3 + u.

You are interested in estimating the sum of the parameters on x1 and x2; call this ϴ1 = β1 + β2

(i) Show that is an unbiased estimator of ϴ1.

(ii) Find Var() in terms of Var(), Var(), and Corr(,).