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Question: 2017 Winter Final - 23

Author: Michiel Smid
Is the following statement true or false?

For any two random variables $X$ and $Y$, $\mathbb{E}(X \cdot Y) = \mathbb{E}(X) \cdot \mathbb{E}(Y)$.

(a)
The statement is true.
(b)
The statement is false.
(c)
None of the above.