VCV matrix from 2. d.

Vhouse = 

9.30226177809546e-05	0.000171148827934412	-0.000141837891670059
0.000171148827934412	0.000329079675470269	-0.000370178041458637
-0.000141837891670059	-0.000370178041458637	0.00105690636037566

VCV matrix from 2. f.

Vhouse = 

5.11672874386865e-07	8.03028952478883e-07	-1.76256413318509e-06
8.03028952478883e-07	1.30495701877414e-06	-6.39327042011035e-07
-1.76256413318509e-06	-6.39327042011035e-07	0.000107342052225653

When rho is changed from 0.95 to 0.2 in part f. the VCV matrix gets smaller.
The intiution behind this change is that a smaller rho leads to faster decay and for any given period past shocks
to the system affect the variables less. This is also evident in the capital and consumption impulse response 
functions. When rho = 0.95 the depreciation shock's effect peaks at about 25 periods for both capital and 
consumption growth and decays to zero by 100 periods. When rho = 0.2, on the other hand, the depreciation 
shock's peak effect is at 5 periods for both capital and consumption and is zero by 70. The source of these 
differences is clearly seen by comparing the delta graphs when rho = 0.95 and 0.2 respectively.