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Derive the expression for $$ \mathrm{Var} ( \mathbf{b} \mid \mathbf{X} ) $$ for the generalized regression model. What is the relation of it to $$ \mathrm{Var} ( \hat{ \boldsymbol{ \beta } }_{ \mathrm{GLS} } \mid \mathbf{X} ) $$? Verify that Proposition 1.7(c) (efficiency of GLS) implies