Variance of a product of matrices

["Vumani Dlamini" <dvumani@hotmail.com>]

I would like to compute the variance of the matrix given below:

Y=F%*%P%*%G

Where F and G are design matrices and P is a parameter matrix. I am exposed 
to the product F%*%P, where
  var(F%*%P)=F%*%var(P)%*%t(F)


Vumani Dlamini
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