Question 4 Covariance (a) Let Y, and Y, be random variables. Show that Cov(Y, , Y2) = Cov(Y2, Y1). (b) Let Z ~ N(0, 1). Find Cov(Z, Z2). (Hint: You'll need the first few moments of Z. See Midterm 2 Question 3(a)). (c) Let Y, and Y2 be two independent random variables. Show that V(X + Y) = V(X) + V(Y). (Hint: See Midterm 1 Question 4(a))