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If X and Y are two random variables and a and b are constants, which...

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Finance

If X and Y are two random variables and a and b are constants, which of the following is true about the equation Cov(X, aY+bZ)=a.Cov(X,Y)+b.Cov(X,Z)? A) The equation is only true if X, Y, and Z are independent. B) The equation is always true regardless of the dependence between X, Y, and Z. C) The equation is only true if X, Y, and Z are identically distributed. D) The equation is only true if X, Y, and Z have the same variance

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