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Let X and Y be independent and identically distributed random variables with mean μ and variance...

Let X and Y be independent and identically distributed random variables with mean μ and variance σ2. Find the following:

a) E[(X + 2)2]
b) Var(3X + 4)
c) E[(X - Y)2]
d) Cov{(X + Y), (X - Y)}

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