A = \left(\begin{array}{cc} \mathbb{V}(x) \ Cov(x,y) \ Cov(x,z) \\ Cov(x,y) \ \mathbb{V}(y) \ Cov(y,z) \\ Cov(y,z) \ Cov(y,z) \ \mathbb{V}(z) \end{array}\right)