Correlation of Sum and Difference
Random variables $X$ and $Y$ have $\operatorname{Var}(X) = 20$, $\operatorname{Var}(Y) = 5$ and $\operatorname{Cov}(X, Y) = 7/2$. What is the correlation between $X+Y$ and $X-Y$? Give a reduced fraction.
Related problems
Source: Original exercise written for AxiomIQ.