Question: Let X, Y, and Z be three random variables such that Cov(X, Z) and Cov(Y, Z) exist, and let a, b, and c be arbitrary

Let X, Y, and Z be three random variables such that Cov(X, Z) and Cov(Y, Z) exist, and let a, b, and c be arbitrary given constants. Show that
Cov(aX + bY + c, Z) = a Cov(X, Z) + b Cov(Y, Z).

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