Question: A random variable X has an expected value E[X], and a standard deviation oX. Another random variable Y has an expected value E[Y], and

A random variable X has an expected value E[X], and a standard 

A random variable X has an expected value E[X], and a standard deviation oX. Another random variable Y has an expected value E[Y], and a standard deviation oY. X and Y are statistically independent. Define Z1 = X+Y, and Z2 = X-Y. Then the covariance between Z1 and Z2 is O a. oX + g?Y O b. o?X - oY Oc. oX - oY O d. (o?X - oY)

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