Prove that − V ( Y 1 ) × V ( Y 2 ) ≤ Cov ( Y 1 , Y 1 ) ≤ V ( Y 1 ) × V ( Y 2 ) , to understand how big or small Cov ( Y 1 , Y 2 ) can be.

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Chapter 5.7, Problem 98E

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Prove that −V(Y1)×V(Y2)≤Cov(Y1,Y1)≤V(Y1)×V(Y2), to understand how big or small Cov(Y1,Y2) can be.

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