3. Maximum variance of the sum of r.v.s (5 points). Let X1, ..., Xn be r.v.s with fixed variances Var( Xi), i = 1, ...,n
3. Maximum variance of the sum of r.v.s (5 points). Let X1, ..., Xn be r.v.s with fixed variances Var( Xi), i = 1, ...,n and let Y = >. Xi be their sum. What is the maximum value that Var(Y) can take if we are allowed to vary the covariances
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