1. The problem statement, all variables and given/known data Let X1 and X2 be independent random variables with nonzero variances. Find the correlation coefficient of Y = X1X2 and X1 in terms of the means and variances of X1 and X2. 2. Relevant equations The answer is given as: [ m2s1 ] / [ sqrt( s12s22 + m12s22 + m22s1^2 )] where m = mew s = standard deviation 3. The attempt at a solution E(Y) = E(X1X2) = E(X1)E(X2) = m1m2 Var(Y) = E(X12X22) - m12m22 Cov(Y, X1) = E(X12)E(X22) - m12m2 which doesn't get me in the right direction to the answer...any helpful hints?