Let Y = a + bZ + cZ2 where Z (0,1) is a standard normal random variable.
(i) Compute E[Y], E[Z], E[YZ], E[Y^2] and E[Z^2].
HINT: You will need to determine E[Z^r], r = 1, 2, 3, 4. When r = 1, 2 you should
use known results. Integration by parts will help when r = 3, 4.
I am struggling with the...