Question: Let X1, X2 be independent random variables with E[X1] = 1, Var[X1] = 2,E[X2] = 2, Var[X2] = 3. If Y1 = X1 + X2,

Let X1, X2 be independent random variables with E[X1] = 1, Var[X1] = 2,E[X2] = 2, Var[X2] = 3. If Y1 = X1 + X2, Y2 = X1 X2, find the correlation coefficient between Y1 and Y2.

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