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) = a Cov(X, Y). You may find αμχ. it helpful to remember that if EX = μx, then EaX (b) Show that Cov(X + b, Y) = Cov(X, Y). =
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