I don't understand why the range of covariance is $+\infty,-\infty$
$$\operatorname{Cov} (X,Y)= \Bbb E\left[(X-\mu_x)(Y-\mu_y)\right] .$$
Can explain why this is true?
All I can think of is if one of the random variables can take on large enough values, then could that lead to an expected value at $\infty$?