The joint probability density is for X and Y are f(x, y). Give the exact answer. f(x,y)= { 2 (* +y) 0 < x < 1, 0
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- How do I write COV(Y,Z) and Covariance(X,Z) in expected FormDifferentiate.Suppose that the random change in value of a financial asset is X over the first day and Y over the second. Suppose also that Var(X) =18 and Var(Y) = 26 In this case, the total change in the value over these two days is given by X +Y. Do you have enough information to compute Var(X +Y)? If so, compute this value. If not, explain what additional information you need to do so.