3. Consider the model:
$y_t = \alpha + \rho x_t + \varepsilon_t,$
where $t = 1, \dots, T$. If we want to obtain consistent estimator $\hat{\rho}$ for the large sample, which necessary condition it must be have?      (3)      
(A). \( \operatorname{cov}(\varepsilon_t x_t) = 0 \)
(B). \( Var(\varepsilon_t \mid 1, x_t) = \sigma^2 \)
(C). \( E(\varepsilon_t \mid 1, x_t) = 0 \)
(D). \( E(\varepsilon_t \mid x_t) = 0 \)
(E). \( E(\varepsilon_t\varepsilon_s|x_t,x_s) = 0 \)

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