Question: Random variable X has a variance of 20 and Y has a variance of 5, their correlation coefficient is 0.7. Then, the variance of

Random variable X has a variance of 20 and Y has a 

Random variable X has a variance of 20 and Y has a variance of 5, their correlation coefficient is 0.7. Then, the variance of their sum is O a. 41 O b. 39 . 35 O d. 37

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