a. Show that Cov(X, Y Z) Cov(X, Y) Cov(X, Z). b. Let X1 and X2 be

Question:

a. Show that Cov(X, Y Z) Cov(X, Y) Cov(X, Z).

b. Let X1 and X2 be quantitative and verbal scores on one aptitude exam, and let Y1 and Y2 be corresponding scores on another exam. If Cov(X1, Y1) 5, Cov(X1, Y2) 1, Cov(X2, Y1) 2, and Cov(X2, Y2) 8, what is the covariance between the two total scores X1 X2 and Y1 Y2?

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