Suppose X and Y are continuous random variables with joint pdf f(x, y) = 24xy if 0 < x, 0 < y, and x + y < 1, and zero otherwise.
(a) Find E(XY).
(b) Find the covariance of X and Y.
(c) Find the correlation coefficient of X and Y.
(d) Find Cov(3X, 5Y).
(e) Find Cov(X + 1, Y - 2).
(f) Find Cov(X + 1, 5Y - 2).
(g) Find Cov(3X + 5, X).