Question: 23. Show that for random variables X, Y , Z, and W and constants a, b, c, and d, Cov(aX + bY, cZ + dW

23. Show that for random variables X, Y , Z, and W and constants

a, b,

c, and

d, Cov(aX + bY, cZ + dW ) = ac Cov(X, Z) + bc Cov(Y, Z) + ad Cov(X, W ) + bd Cov(Y, W ). Hint: For a simpler proof, use the results of Exercise 6.

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