Question: Suppose X,Y and Z are three different random variables. Let X obey a Bernoulli Distribution. The probability distribution function is p(x)={0.60.4x=cx=c where c is a

Suppose X,Y and Z are three different random variables. Let X obey a Bernoulli Distribution. The probability distribution function is p(x)={0.60.4x=cx=c where c is a nonzero constant. Let Y obey the Standard Normal (Gaussian) Distribution, which can be written as YN(0,1). X and Y are independent. Meanwhile, let Z=XY. Calculate the covariance of Y and Z(Cov(Y,Z)). Do values of c affect the covariance between Y and Z
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