The Gauss-Markov Theorem for Multiple Regressions States That the OLS

Multiple Choice

The Gauss-Markov theorem for multiple regressions states that the OLS estimator

A) has the smallest variance possible for any linear estimator.
B) is BLUE if the Gauss-Markov conditions for multiple regression hold.
C) is identical to the maximum likelihood estimator.
D) is the most commonly used estimator.