[Solved] Exercise 1 (5+5 pts.). Covariance and cor

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Exercise 1 (5+5 pts.). Covariance and correlation. Suppose that for the r.v. X, Y we have E[X] = 2, E[Y] = 1, E[X2] = 5,

Exercise 1 (5+5 pts.). Covariance and correlation. Suppose that for the r.v. X, Y we have E[X] = 2, E[Y] = 1, E[X2] = 5, E[Y2] = 10 and E[XY] = 1. 1. Compute Corr(X, Y) 2. Find c s.t. X and X + cY are uncorrelated

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