The Gauss-Markov Theorem for Multiple Regression Proves That
A)M_X Is $\sigma _ { u } ^ { 2 }$

Multiple Choice

The Gauss-Markov theorem for multiple regression proves that

A) M_X is an idempotent matrix.
B) the OLS estimator is BLUE.
C) the OLS residuals and predicted values are orthogonal.
D) the variance-covariance matrix of the OLS estimator is $\sigma _ { u } ^ { 2 }$ ( $X ^ { \prime }$ X) ^-1.