Variance of a Linear Combination of Variables
Let X, Y, and Z be random variables with the following means and standard deviations: ; ; and . The correlation between any pair of these variables is . What is the value of ?
A
4 + 9 + 16 = 29
B
4 + 9 + 64 + 6 - 16 - 24 = 43
C
4 + 9 + 16(4) = 77
D
(2)² + (3)² + (-2)²(4)² = 73
Question Leaderboard
Not enough data yet to show leaderboard.
