Let U, V, and W be independent random variables with equal variances $\sigma^2$. Define X=U+W and Y=V-W. Find the covariance between X and Y

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"Let $U, V,$ and $W$ be independent random variables with equal variances $\sigma^2$. Define $X=U+W$ and $Y=V-W$. Find the covariance between $X$ and $Y$."

Since $U,V$, and $W$ are independent, I know that I can calculate the variance of $X$ and $Y$ as $\sigma^2 + \sigma^2$. However, I don't see how to use this information to calculate the covariance between $X$ and $Y$. In the formula given for covariance, it seems like I would need to know the mean of $X$ and $Y$ to do this calculation.

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If you know some properties of the covariance, we can do the following:

$$\begin{align*}\text{cov}(X,Y) &= \text{cov}(U+W,V-W) \\ &= \text{cov}(U,V) + \text{cov}(W,V) - \text{cov}(U,W) - \text{cov}(W,W) \\ &= 0 + 0 - 0 - \text{var}(W) \\ &= -\sigma^2\end{align*}$$