. Prove that if a and b are constants, and X and L are random variables, then

(a) Cov[A+

a, y+6] =Cov[A, L];

(b) thus Cov[A, Y~\ = Cov[A — E[X], Y — E[L]], so means can always be subtracted when calculating covariances;

(c) Cov[a,X,6r] =a6Cov[A, y].