Let X and Y be independent random variables, and X has the standard Ihormal distribution. Let Z X+¥. • (a) Find Cov(X. Z). •(b) Assuming Y be exponeutially distributed with parameter 1/2 fne Var 2 and Var XY • (e) Under the assumptions of (b) fnd EX(X+E Answer (a)/(b)/(

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