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    Question

    Let X1, X2 and X3 are three (Pairwise) uncorrelated

    random variables. The mean & variance of each variable is 0 and 3, respectively. Find the correlation between (X1 + X2) and (X1 + X3).
    B 1/2 Correct Answer Incorrect Answer
    C 1/3 Correct Answer Incorrect Answer
    D 1 Correct Answer Incorrect Answer

    Solution

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