# Question: Let and be zero mean jointly Gaussian random variables with

Let and be zero- mean jointly Gaussian random variables with a correlation coefficient of and unequal variances of σ2X and σ2Y.

(a) Find the joint characteristic function, Φ X, Y (ω1, ω2).

(b) Using the joint characteristic function, find the correlation, E [XY].

(c) Find E [X2Y2].

(a) Find the joint characteristic function, Φ X, Y (ω1, ω2).

(b) Using the joint characteristic function, find the correlation, E [XY].

(c) Find E [X2Y2].

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