Question: (10 points) Consider random variables X1, X, which are identically independently dis- tributed with normal distribution with mean u and variance 02. Let Y =

(10 points) Consider random variables X1, X, which are identically independently

(10 points) Consider random variables X1, X, which are identically independently dis- tributed with normal distribution with mean u and variance 02. Let Y = X17X2 (a) Derive the mathematical expectation and standard deviation of Y. (b) Interpret your results in the terms of two identical entrepreneurs forming a partnership and collectively issuing securities to finance their project

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