Let X and Y denote two continuous random variables. Let f(x, y) denote the joint probability density function and fx(x) and fy(y) the marginal probability density functions for X and Y, respectively. Finally let Z aX+by, where a and b are non-zero real numbers. (e) = Derive an expression for Cov(Z) as a function of Var(X), Var(Y) and Cov(X, Y [You may use standard results relating to variance and covariance without proof, but these should be clearly stated.]

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