Let X and Y be two independent random variables. Which one of the relations between expectation (E), variance (Var) and covariance (Cov) given below is FALSE?

Let X and Y be two independent random variables. Which one of the relations between expectation (E), variance (Var) and covariance (Cov) given below is FALSE? Correct Answer E(X<sup>2</sup>Y<sup>2</sup>) = (E(X))<sup>2</sup> (E(Y))<sup>2</sup>

Related Questions

If A = x% of y and B = y% of x, then which of the following is true?
Suppose X and Y are random variables with E(X) = 37, var(X) = 5, E(Y) = 62, and var(Y) = 12. What are the expected value and variance of the random variable X + Y?
What is the value of var? $var = 'HELLO WORLD!'; $var = ucfirst($var);
Assertion (A): When there is an evidence of a linear relationship between two variables, it may not always mean an independent-dependent relationship between the two variables.
Reason (R): The casual relationship between the two variables may not imply a reasonable theoretical relationship between the two.