30Sep

Var (X + Y) = ?

(A) E[X/Y] + E[Y]
(B) E[Y/X] + E[X]
(C) Var(X) + Var(Y) + 2 Cov(X, Y)
(D) Var(X) + Var(Y) – 2 Cov(X, Y)

Var(X) + Var(Y) + 2 Cov(X, Y)

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