4. [Covariance I] Consider random variables X and Y on the same probability space. (a) If Var(X + 2Y) = 40 and Var(X - 2Y) = 20, what is Cov(X, Y)? (b) In part (a), determine pxy if Var(X) = 2 Var(Y). The next two parts are independent of parts (a) and (b), and each other. In particular, the numbers from part (a) are not to be assumed. (c) If Var(X + 2Y) = Var(X - 2Y), are X and Y uncorrelated? (d) If Var(X) = Var(Y), are X and Y uncorrelated