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You have software that produces pairs of independent Normal random variables, call these (A, B), which have mean 0 and variance of 1. Your manager

You have software that produces pairs of independent Normal random variables, call these (A, B), which have mean 0 and variance of 1. Your manager wants you to evaluate pairs of normal variates (X, Y) defined by:

X=0.05+0.10A+0.20B, Y=0.20+0.15A+0.05B

Determine:

X , Y , X , Y, XY.

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