Consider the linear model Y1=β1+β2+ε1,Y2=β1+2β2+ε2,Y3=β1+cβ2+ε3, where β1,β2∈R are unknown parameters, and the uncorrelated errors εi,i=1,2,3 have zero mean and finite variance σ2(>0). The constant c is such that β̂1 and β̂2 are uncorrelated, where β̂1 and β̂2 are the best linear unbiased estimators of β1 and β2, respectively. Which of the following statements is the correct option for (Var(β̂1),Var(β̂2))?