Question: (a) Let U and V have a bivariate standard normal distribution with correlation . Find E[UV]. (b) Let X and Y have a bivariate normal

(a) Let U and V have a bivariate standard normal distribution with correlation ρ. Find E[UV].
(b) Let X and Y have a bivariate normal distribution with parameters μ_X, μ_Y, σ²_X, σ²_Y, ρ. Find E[XY].

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