To Prove That the OLS Estimator Is BLUE Requires the Following

Multiple Choice

To prove that the OLS estimator is BLUE requires the following assumption

A) (X_i,Y_i) i = 1, …, n are i.i.d. draws from their joint distribution
B) X_i and u_i have nonzero finite fourth moments
C) the conditional distribution of u_i given X_i is normal
D) none of the above