( Tricky question) If A, B, C, D are four zero-mean, jointly Gaussian random variables then show that E[ABCD] = E[AB] . E[CD] + E[AC] . E[BD] + E[AD] . E[BC]. Hint: First show that if Z ~ N(0, o?) then E[Z*] = 3(E[Z'])' using part (a) of this problem. Then substitute Z = (t1 A + t2 B + t;C + t, D) where t1, t2, ta, t4 are four deterministic variables into this identity. Expand and equate the coefficients of (titatata) on both sides of the identity to get the result.QUESTION 2 The probability density function of a continuous random variable is fx (x ) c |x), - 1