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If X and Y are independent random variables, which of the following identities is false? a. COV(X, Y) = 1 b. E(X + Y) =

If X and Y are independent random variables, which of the following identities is false?

a. COV(X, Y) = 1

b. E(X + Y) = E(X) + E(Y)

c. V(X + Y) = V(X) + V(Y)

d. All of these choices are true.

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