Question: Question Let X and Y have a bivariate normal distribution with common mean u, common variance o2 > 0, and correlation p, where -1 0.

Question Let X and Y have a bivariate normal distribution with

common mean u, common variance o2 > 0, and correlation p, where

Question Let X and Y have a bivariate normal distribution with common mean u, common variance o2 > 0, and correlation p, where -1 0. III. Var (X + Y)

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