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Use the definition Var(X) and show that for any two random variables X, Y, and constants a, b: Var(aX + W) a2Var(X) + b2Var(Y)

Use the definition Var(X) and show that for any two random variables X, Y, and constants a, b: Var(aX + W) a2Var(X) + b2Var(Y) + 2abCov(X, Y).

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