Q35

MCQ2 marks, −0.67

Consider the two statements. $S_1:\quad$ There exist random variables $X$ and $Y$ such that $\left(\mathbb E[(X-\mathbb E(X))(Y-\mathbb E(Y))]\right)^2>\textsf{Var}[X]\textsf{Var}[Y]$ $S_2:\quad$ For all random variables $X$ and $Y, \textsf{Cov}[X,Y]=\mathbb E \left[|X-\mathbb E[X]|\;|Y-\mathbb E[Y]|\right ]$ Which one of the following choices is correct?

(A)

Both $S_1$ and $S_2$ are true

(B)

$S_1$ is true, but $S_2$ is false

(C)

$S_1$ is false, but $S_2$ is true

(D)

Both $S_1$ and $S_2$ are false

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