Question: please explain as well 2. Let X1 and X2 be random variables (not necessarily independent) over a sample space . Prove that E[X1+X2]=E[X1]+E[X2]

please explain as well
please explain as well 2. Let X1 and X2 be random

2. Let X1 and X2 be random variables (not necessarily independent) over a sample space . Prove that E[X1+X2]=E[X1]+E[X2]

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