2. Let X and Y be random variables, and let a and b be constants. (a) Starting from the definition of covariance, show that Cov(aX,Y) Cov(X, Y). You may find = a it helpful to remember that if EX = µx, then EaX = aµx. (b) Show that Cov(X + b, Y) = Cov(X,Y). Now let X, Y, Z be independent random variables with common variance o?. (c) Find the value of Corr(2X – 3Y + 4, 2Y – Z – 1). You may use any facts about covariance from the notes, including those from parts (a) and (b) of this question, provided you state them clearly.

Q: 7 Find the li foc.y)=3=

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