Tradermath logoBrainteaser - Gaussian Distribution

Gaussian Distribution
Statistics
Consider the data (x, y) drawn from a Gaussian distribution centered
at the origin with covariance matrix Σ = [1, −0.5; −0.5, 1]. Which data-
point is most likely to be considered an outlier?

I. \((1,0)\)

II. \((1,-1)\)

III. \((-1,-1)\)

IV. \((0,1)\)