Suppose that the bivariate random variable W = (W1,W2)" has a Gaussian distribution on R² with zero mean and variance-covariance matrix given by 1 -0.7 -0.7 1 (:)- (;) Let b = 1 and c= Define random...

Extracted text: Suppose that the bivariate random variable W = (W1,W2)" has a Gaussian distribution on R² with zero mean and variance-covariance matrix given by 1 -0.7 -0.7 1 (:)- (;) Let b = 1 and c= Define random variables (X, Y) by X = b"W,Y = cTW. Find cov(X, Y). Give your answer in 4 decimal places. Answer: