Question: X1 and X2 are iid random variables with variance Var[X]. (a) What is E[X1 - X2]? (b) What is Var [X1 - X2]?

X1 and X2 are iid random variables with variance Var[X].
(a) What is E[X1 - X2]?
(b) What is Var [X1 - X2]?

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