Whilst proving something for $var(aX+bY+c)$, we are given the result
$var(X+Y)=var(Y)+var(X)+2cov(X+Y)$ and $cov(aX+bY)=abcov(X+Y)$
What I am not sure is that when I simplified things down, I get the co-variant term to be as:
$2abcov(X+Y)$
Is that the same as $2abcov(X,Y)$.I think it is correct as it should just mean the co-variance is a function of 2 variables without constants. I am not sure as I have also seen something like this $cov(aX,bY)=abcov(X,Y)$ written as a rule.