It Is Known That $\mu$ _X = 1 $\sigma$ _X² = 25 $\mu$

Multiple Choice

It is known that $\mu$ _X = 1.5, $\sigma$ _X² = 25, $\mu$ _Y = 10, $\sigma$ _Y² = 0. A simple linear regression model was estimated. Which of the following is the variance of the predicted values of Y?

A) 0
B) 15
C) 25
D) 250
E) It depends on the correlation between X and Y.