Question: For any random variables X1, X2 and any numbers c1, c2, show that V ar(c1X1 + c2X2) = c 2 1V ar(X1) + 2c1c2Cov(X1, X2)

For any random variables X1, X2 and any numbers c1, c2, show that V ar(c1X1 + c2X2) = c 2 1V ar(X1) + 2c1c2Cov(X1, X2) + c 2 2V ar(X2)

4. For any random variables X1, X2 and any numbers c1, C2, show that Var(c1X1 + C2X2) = ,Var(X1) + 2cic2Cov(X1, X2) + 2Var(X2) n var var ( Xi ) + 2&& cov (Xi, X;) L=1 iz's

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