21. Show that for random variables X, Y, Z, andW and constants

a, b,

c, and d, Cov(aX + bY, cZ + dW)

= ac Cov(X,Z) + bc Cov(Y,Z) + ad Cov(X,W) + bd Cov(Y,W).

Hint: For a simpler proof, use the results of Exercise 6.