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Let X and Y denote the values of two stocks at the end of a 5...

Let X and Y denote the values of two stocks at the end of a 5 year-period. X is uniformly distributed on the interval (0, 10). Given X=x, Y is uniformly distributed on the interval (0, 2x).

Determine Cov[X, Y] according to this model.

Math   Statistics-And-Probability   
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