Solution
= Solution
The total <variance> is the <trace> $\operatorname{tr}\Sigma=10$. Retaining two original genes preserves the sum of their marginal <variances>; the largest choice includes the third gene and either of the first two, giving $4+3=7$. Thus the largest proportion is \b[70%]. This refers to retaining measured coordinates themselves, rather than replacing them by <linear combinations> as in <principal component analysis>.