Question: 6. For random variables X, Y , and Z, prove that (a) Cov(X + Y, Z) = Cov(X, Z)+Cov(Y, Z). (b) Cov(X, Y + Z)

6. For random variables X, Y , and Z, prove that

(a) Cov(X + Y, Z) = Cov(X, Z)+Cov(Y, Z).

(b) Cov(X, Y + Z) = Cov(X, Y )+Cov(X, Z).

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