Suppose X, Y and Z are three different random variables. Let X obey a Bernoulli Distribution. The probability distribution function is P()= 0.5 0.5 = = -C. c is a constant here. Let Y obey the Standard Normal (Gaussian) Distribution, which can be written as Y ~ N(0, 1). X and Y are independent. Meanwhile, let Z = XY. Calculate the covariance of Y and Z (Cov(Y, 2)) and determine whether values of c would affect the correlation. 2.2 [4pts] Let X and Y be independent random variables with vor(X) = 2 and var (Y) = 9. We do not know E[X] or E[Y]. Let Z = 3X + Y . What is the correlation coefficient p(X, ) = cou(X,2) Vear(X ]ear (2)