Question: Suppose that X and Y are two random variables with Cov(X, Y) = 2 and Var(X) = 4. If a and b are constants, what

Suppose that X and Y are two random variables with Cov(X, Y) = 2 and Var(X) = 4. If a and b are constants, what is the value of Cov(aX+bY, X)? A) 2a + b B) 2a - b C) 4a + 2b D) 4a - 2b

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