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The stock prices of two companies at the end of any given year are modeled with...

The stock prices of two companies at the end of any given year are modeled with random variables X and Y that follow a distribution with joint density function:

f(x,y)=2x for 0<x<1 and 1−x<y<2−x f(x,y)=2x for 0<x<1 and 1−x<y<2−x

What is the conditional variance of Y given that X=x?

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