Question: Prove that for any securities X and Y: E(X2)= (E(X))2+VAR( ) If rr,-1, then (X + Y) Ox + . If rxy--I, then (X +

Prove that for any securities X and Y:
Prove that for any securities X and Y:
Prove that for any securities X and Y:
Prove that for any securities X and Y:
Prove that for any securities X and Y:
Prove that for any securities X and Y:

E(X2)= (E(X))2+VAR( ) If rr,-1, then (X + Y) Ox + . If rxy--I, then (X + Y)-Ox-@y

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