29. (a) Show that Co(X9 Y) = Cov(X9 E[YX]) (b) Suppose, that, for constants a and b,...

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29.

(a) Show that Co\(X9 Y) = Cov(X9 E[Y\X])

(b) Suppose, that, for constants a and b, E[Y\X] = a + bX Show that b = Cov(X> Y)/Vax(X)

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