Given $(A_1,A_2)$ to be the bivariate random variable in $\mathbb{R}^2$ with mean $0$ and cov($A_1,A_2)$ $= -1.05$ and $Var(Z_1) = Var(Z_2) = 1.05$.
How do I find the expected value of $E(|A_1A_2|)$? Progress: So far, I obtained $cov(A_1,A_2) = E(A_1A_2)-E(A_1)E(A_2) = E(A_1A_2) = -1.05$, given that mean of $A_1$ and $A_2$ is $0$.
However, is $|E(XY)| = E(|XY|)$?
Thank you for any hints!