10.12. State with reason whether the following statements are true, false, oruncertain:a. Despite perfect multicollinearity, OLS estimators are BLUE.b. In cases of high multicollinearity, it is not possible to assess the individualsignificance of one or more partial regression coefficients.c. If an auxiliary regression shows that a particular R2iis high, there isdefinite evidence of high collinearity.d. High pair-wise correlations do not suggest that there is high multicollinearity.e. Multicollinearity is harmless if the objective of the analysis is predictiononly.f. Ceteris paribus, the higher the VIF is, the larger the variances of OLSestimators.g. The tolerance (TOL) is a better measure of multicollinearity than theVIF.h. You will not obtain a high R2 value in a multiple regression if all thepartial slope coefficients are individually statistically insignificant onthe basis of the usual t test.i. In the regression of Y on X2 and X3, suppose there is little variabilityin the values of X3. This would increase var ( ˆ ß3). In the extreme, if allX3 are identical, var ( ˆ ß3) is infinite.