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Let $P=\begin{bmatrix}
 3&1 \\ 
1 & 3
\end{bmatrix}$ Consider the set $S$ of all vectors $\begin{pmatrix}
x\\ 
y
\end{pmatrix}$ such that $a^{2}+b^{2}=1$ where $\begin{pmatrix}
a\\ 
b
\end{pmatrix}= P \begin{pmatrix}
x\\ 
y
\end{pmatrix}$. Then $S$ is 

  1. A circle of radius $\sqrt{10}$.
  2. A circle of radius $\frac{1}{\sqrt{10}}$
  3. An ellipse with major axis along $\begin{pmatrix}
    1\\ 
    1
    \end{pmatrix}$
  4. An ellipse with minor axis along $\begin{pmatrix}
    1\\ 
    1
    \end{pmatrix}$
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