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1-1 [2 points] You consider two random variables X1 and X2 with standard deviation 01, 02, respectively. Select the correct statement. a) sd(X1 - X2)

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1-1 [2 points] You consider two random variables X1 and X2 with standard deviation 01, 02, respectively. Select the correct statement. a) sd(X1 - X2) = voi to3. b) sd(X1 - X2) = Vo} - 03. c) sd(X1 - X2) = vo? + ? if X1 and X2 are independent. d) sd(X1 - X2) = vo? - o? if X1 and X2 are independent. e) None of the above

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