# Quiz 9: Correlation and covariance¶

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## Quiz¶

This quiz tests materials in the section called “Correlation and covariance”. If you are struggling with the questions go back and re-read the relevant material.

Suppose that \(X\) and \(Y\) are continuous random variables, with \(Var(X)=1, Var(Y)=4, Cov(X,Y)=2\).

**Question 1**: Calculate \(Cov(3X, 2Y)\)

Choose the correct answer:

\(0\)

\(12\)

\(1\)

\(-12\)

**Question 2**: Calculate \(Cov(X+Y, 2X-3Y)\)

Choose the correct answer:

\(0\)

\(12\)

\(1\)

\(-12\)

**Question 3**: Calculate \(Corr(3X, 2Y)\)

Choose the correct answer:

\(0\)

\(12\)

\(1\)

\(-12\)

**Question 4**: Suppose \(X\) and \(Y\) are continuous random variables with the same variance, \(\sigma^2\).

Define \(A = X-Y\) and \(B = X +Y\).

What is \(Corr(A, B)\)?

Choose the correct answer:

\(0\)

\(12\)

\(1\)

\(-12\)