Question: (3) (20 pts) Consider two random variables: X and Y. Suppose E[Y X] = X. Show cov(X, Y) = Var (X) (Hint: Use law of

(3) (20 pts) Consider two random variables: X and Y. Suppose E[Y X] = X. Show cov(X, Y) = Var (X) (Hint: Use law of iterated expectation on E[XY] and E[Y])

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