Question 1: Single choicemediumAI-checkedProbabilityXXX and YYY have joint density p(x,y)=4xyp(x, y) = 4xyp(x,y)=4xy for x,y∈[0,1]x, y \in [0, 1]x,y∈[0,1] and 0 elsewhere. What is Cov(X,Y)\textrm{Cov}(X, Y)Cov(X,Y)?Choose one option0, because the density factors as (2x)(2y)(2x)(2y)(2x)(2y), so XXX and YYY are independent14/94/94/9, the value of E[XY]=∬xy⋅4xy dx dyE[XY] = \iint xy \cdot 4xy\,dx\,dyE[XY]=∬xy⋅4xydxdy2Positive, because the density is largest at (1,1)(1, 1)(1,1), where both variables are large3Nonzero, because independence would need a constant density on the square4