For any random variable XXX with E[X]=μE[X] = \muE[X]=μ and Var(X)=σ2Var(X) = \sigma^2Var(X)=σ2, what is E[X2]E[X^2]E[X2]?
σ2−μ2\sigma^2 - \mu^2σ2−μ2
σ2+μ2\sigma^2 + \mu^2σ2+μ2
μ2\mu^2μ2
σ2\sigma^2σ2