2. Consider two random variables X and Y. Let 'c' be a deterministic constant. 3 A) derive a simple expression for cov(X, cY) in terms of c and cov(X, Y). B) derive a simple expression for cov(X, X+Y)...

Extracted text: 2. Consider two random variables X and Y. Let 'c' be a deterministic constant. 3 A) derive a simple expression for cov(X, cY) in terms of c and cov(X, Y). B) derive a simple expression for cov(X, X+Y) in terms of var(X) and cov(X,Y). C) Suppose the new random variables W=X and Z-X+aY. where 'a' is a deterministic constant. Find the value of 'a' according the stochastic parameters of X and Y so that W and Z are uncorrelated.