Why Is the Variance of the Forecast Y Larger Than $\sigma$

Multiple Choice

Why is the variance of the forecast y larger than the variance of the expected value of y?

A) the estimated forecast variance includes an estimate of $\sigma$ ²
B) the estimated forecast variance includes weighted covariance terms of all paired variables
C) the Gauss-Markov theorem does not apply to forecast of a single observation
D) the expected value of confidence intervals rely on the standard normal distribution while forecast use a t distribution.