Question: QUESTION 4 (a) Suppose E(X) = 2, Var(X) = 9, E(Y) = 0, Var(Y) = 4 and Corr(X, Y) = 0.25; Find Corr(2X + 3Y,

QUESTION 4 (a) Suppose E(X) = 2, Var(X) = 9, E(Y) = 0, Var(Y) = 4 and Corr(X, Y) = 0.25; Find Corr(2X + 3Y, 5X + Y) (b) Suppose that Xt = 00+ En=]En (t = 1, 2, ...) where do is a model parameter, and 61, 62, ... are independent and identically distributed random variables with mean 0 and variance o

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