a. Show that Cov(X, Y + Z) Cov(X, Y) + Cov(X, Z). b. Let X and X,

Question:

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

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

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