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2. Z1 and Z2 are independent standard normal random variables. (a) We know EZ; = EZ; = 0 and EZ. = EZ, = 3. Find

2. Z1 and Z2 are independent standard normal random variables. (a) We know EZ; = EZ; = 0 and EZ. = EZ, = 3. Find EZ?: (b) Define X = (ZA + 23.5 + log Z1) Z2. Using the result of (a), find E(X)

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