Cov(Y,X)=2Cov(X^2,X)+Cov(X,X)+Cov(3,X)=2(E(X^3)-E(X^2)E(X))+E(X^2)-E(X)^2+0=1(HereE(X)=0,E(X^2)=1aregivenfromN(0,1),E(X^3)=0istrivial(X^3clearlysymmetricabout0,youshouldcomputemomentgeneratingfunctioningeneral))Sotheyarecorrela >Cov=0NowCovisnon-zero,sotheymustnotbeindependent。
ChooseC。