Suppose Y1​ and Y2​ are continuous random variables with joint density f(y1​,y2​), and suppose E(Y1​)=1 and E(Y2​)=2. Find E(a1​Y1​+a2​Y2​).
A) E(a1​Y1​+a2​Y2​)=a1​E(Y1​)+a2​E(Y2​)
B) E(a1​Y1​+a2​Y2​)=a1​E(Y1​)×a2​E(Y2​)
C) E(a1​Y1​+a2​Y2​)=a1​+a2​
D) E(a1​Y1​+a2​Y2​)=E(Y1​)+E(Y2​)