Show that Cov(X, Y 1 Z) 5 Cov(X, Y) 1 Cov(X, Z). b. Let X1 and X2 be quantitative and verbal scores on one aptitude exam, and let Y1 and Y2 be corresponding scores on another exam. If Cov(X1, Y1) 5 5, Cov(X1, Y2) 5 1, Cov(X2, Y1) 5 2, and Cov(X2, Y2) 5 8, what is the covariance between the two total scores X1 1 X2 and Y1 1 Y2