If a,b,h,k are constants, while U and V are U=X-ah,V=Y-bk, then
Cov(X,Y)=Cov(U,V)
Cov(X,Y)=hkCov(U,V)
Cov(X,Y)=abCov(U,V)
Cov(U,V)=hkCov(X,Y)
Explanation for the correct option:
Given, U=X-ah,V=Y-bk
⇒ X=hU+a,Y=kV+b
∴Cov(X,y)=hkCov(U,v) ∵(AX+B,CY+D)=ACCov(x,y)
Hence, Option ‘B’ is Correct.