Let X, Y , and Z be three random variables such that
Chapter 4, Problem 7(choose chapter or problem)
Let X, Y , and Z be three random variables such that Cov(X, Z) and Cov(Y, Z) exist, and let a, b, and c be arbitrary given constants. Show that Cov(aX + bY + c, Z) = a Cov(X, Z) + b Cov(Y, Z).
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