QUESTION The enw SolutionThe question is hardly visible but

Solution

The question is hardly visible but from what I can see:

the Gauss–Markov theorem, named after Carl Friedrich Gauss and Andrey Markov, states that in alinear regression model in which the errors have expectation zero and are uncorrelated and have equalvariances, the best linear unbiased estimator (BLUE) of the coefficients is given by the ordinary least squares(OLS) estimator.

option 1) error tems are uncorrelated = required

option 2) error terms need to be normal.= not required

The errors do not need to be normal, nor do they need to be independent and identically distributed (only uncorrelated with mean zero and homoscedastic with finite variance).

option 3) mean of error terms should be 0 = required

option 4) model shoul be linear = required

option 5) error terms standard deviation shoul be same = required.

so, ans: (2)

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