46. (a) Show that Cov(X,Y) = Cov(X,E[Y |X]) (b) Suppose, that, for constants a and b, E[Y...

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46.

(a) Show that Cov(X,Y) = Cov(X,E[Y |X])

(b) Suppose, that, for constants a and

b, E[Y |X] = a + bX Show that b = Cov(X, Y)/Var(X)

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