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Let X1, X2, Yl, and Y2 be random variables. (a) (7) Show that Cov(X1 + X2, Y1 + Y2) = Cov( X1, Y1) + Cov( X1, Y2) + Cov(X2, Y1) + Cov( X2, Y2). (b) (7) Show that if X, Y, and Z are independent, then Cov(onX + Y, a2X + Z = 01020x. (c) (6) Generalize part (a) to an arbitrary number of X's and Y's