Refer to Exercise 26.
a. Find 
.
b. Find 
.
c. Find Cov(X,Y).
d. Find 
.
computed in part (a). To compute 
note that the joint density is symmetric in xand y, so the marginal density of Y is the same as that of X. It follows that 
(d) Since the marginal density of Y is the same as that of X, 
Therefore 
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