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Let Y 1 and Y 2 be uncorrelated random variables. Let the means and variances of Y 1 and Y 2 are 1 , 2

Let Y1 and Y2 be uncorrelated random variables. Let the means and variances of Y1 and Y2 are 1,22 and 2,2 respectively. Consider U1=Y1+Y2 and U2=Y1-Y2. The Cov(U1,U2) in terms of the variances of Y1 and Y2 is:
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