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Question: 2022 Winter Final - 23

Author: Michiel Smid
Is the following statement true or false? For any random variable $X$, $\mathbb{E}(X^2) = \mathbb{E}(X)\cdot \mathbb{E}(X)$.
(a)
The statement is false
(b)
The statement is true
(c)
The statement is neither true nor false