Let X and Y be zero-mean jointly Gaussian random variables with a correlation coefficient of and unequal variances of ![](https://test.transtutors.com/qimg/9822f94b-2827-4537-976b-91f6a087e70f.png)
(a) Find the joint characteristic function, ![](https://test.transtutors.com/qimg/f7359f56-8b80-4405-b284-0ad610b4cc58.png)
(b) Using the joint characteristic function, find the correlation, E[XY].
(c) Find E[X2Y2].