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Minimizing Variance of a Linear Combination

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Let X and Y be independent random variables with E(X)=12E(X) = 12, E(Y)=8E(Y) = 8, Var(X)=16\text{Var}(X) = 16, and Var(Y)=25\text{Var}(Y) = 25. A new random variable is defined by the linear combination Z=aX+bYZ = aX + bY, where aa and bb are constants. If E(Z)=20E(Z) = 20 and the variance of Z is minimized, what are the values of aa and bb?

A

a = 375/289, b = 4000/7225

B

a = 2, b = -1/2

C

a = 1, b = 1/2

D

a = 1, b = 1

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