If XXX and YYY are independent, what is Cov(X+Y,X−Y)Cov(X+Y, X-Y)Cov(X+Y,X−Y)?
Var(X)−Var(Y)Var(X) - Var(Y)Var(X)−Var(Y)
Var(X)+Var(Y)Var(X) + Var(Y)Var(X)+Var(Y)
000
2Var(X)2Var(X)2Var(X)