Convert the Matrix of Observations to Mean-Deviation Form, and Construct $$\mathrm { S } = \left[ \begin{array} { r c c } 30 & - 12 & 12 \\- 12 & 6 & 0 \\12 & 0 & 36\end{array} \right]$$

Multiple Choice

Convert the matrix of observations to mean-deviation form, and construct the sample covariance matrix.
- $$\mathrm { S } = \left[ \begin{array} { r c c } 30 & - 12 & 12 \\- 12 & 6 & 0 \\12 & 0 & 36\end{array} \right]$$

A) $79.1 \%$
B) $41.7 \%$
C) $34.4 \%$
D) $65.0 \%$