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(a1Y1+a2Y2).
A) E(a1Y1+a2Y2)=a1E(Y1)+a2E(Y2)
B) E(a1Y1+a2Y2)=a1E(Y1)×a2E(Y2)
C) E(a1Y1+a2Y2)=a1+a2
D) E(a1Y1+a2Y2)=E(Y1)+E(Y2)