a. Show that Cov(X, Y + Z) = Cov(X, Y) + Cov(X, Z).
b. Let X1 and X2 be quantitative and verbal scores on one aptitude exam, and let Y1 and Y2 be corresponding scores on another exam. If Cov(X1, Y1) = 5, Cov(X1, Y2) = 1, Cov(X2, Y1) = 2, and Cov(X2, Y2) = 8, what is the covariance between the two total scores X1 = X2 and Y1 +Y2?
