Which of the following is always true for any two random variables XXX and YYY?
E[X+Y]=E[X]+E[Y]E[X+Y] = E[X] + E[Y]E[X+Y]=E[X]+E[Y]
Var(X+Y)=Var(X)+Var(Y)Var(X+Y) = Var(X) + Var(Y)Var(X+Y)=Var(X)+Var(Y)
E[XY]=E[X]E[Y]E[XY] = E[X]E[Y]E[XY]=E[X]E[Y]
Var(X+Y)=Var(X)+Var(Y)+2Cov(X,Y)Var(X+Y) = Var(X) + Var(Y) + 2Cov(X,Y)Var(X+Y)=Var(X)+Var(Y)+2Cov(X,Y)