0.9
Cov(X,Y)=[E(XY)-EX*EY
ρ(X,Y)=Cov(X,Y)/(DX*DY)^(1/2)=0.9
Cov(Y,Z)=E(YZ)-EY*EZ=E[Y(2X-1)]-EY*E(2X-1)=2E(XY)-2EX*EY=2Cov(X,Y)
ρ(Y,Z)=Cov(Y,Z)/(DY*DZ)^(1/2)=0.9×2/[DY*D(2X)]^(1/2)=0.9