[Solved] Part B. Suppose X and Y are distributed N

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Part B. Suppose X and Y are distributed N(u, 2) and cov(X, Y) = 02. Let ro = WX + (1 - w)Y. Calculate the

Part B. Suppose X and Y are distributed N(u, 2) and cov(X, Y) = 02. Let ro = WX + (1 - w)Y. Calculate the standard deviation or

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