Which of the following are valid properties of the covariance?
Cov(aX,bY)=abCov(X,Y)Cov(aX, bY) = ab Cov(X, Y)Cov(aX,bY)=abCov(X,Y)
Cov(X,X)=Var(X)Cov(X, X) = Var(X)Cov(X,X)=Var(X)
Cov(X+Y,Z)=Cov(X,Z)+Cov(Y,Z)Cov(X+Y, Z) = Cov(X, Z) + Cov(Y, Z)Cov(X+Y,Z)=Cov(X,Z)+Cov(Y,Z)
Cov(X,Y)=0Cov(X, Y) = 0Cov(X,Y)=0 if X,YX, YX,Y are independent