$\operatorname { var } ( a X + b Y ) =$

$\operatorname { var } ( a X + b Y ) =$

A) $a ^ { 2 } \sigma _ { X } ^ { 2 } + b ^ { 2 } \sigma _ { Y } ^ { 2 }$
B) $a ^ { 2 } \sigma _ { X } ^ { 2 } + 2 a b \sigma _ { X Y } + b ^ { 2 } \sigma _ { Y } ^ { 2 }$
C) $\sigma _ { X Y } + \mu _ { X } \mu _ { Y }$
D) $a \sigma _ { X } ^ { 2 } + b \sigma _ { Y } ^ { 2 }$

Correct Answer:

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