Question: Let variables X and Y be such that E(X) = E(Y )=0, Var(X) = Var(Y )=1, and X,Y = . Find E(W), Var(W), and W,Y

Let variables X and Y be such that E(X) = E(Y )=0, Var(X) = Var(Y )=1, and

ρX,Y = ρ. Find E(W), Var(W), and ρW,Y if W = X − ρY .

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