248. Let X be a random variable that takes on the values –1, 0, and 1 with equal probabilities.
Let Y=X2 .
Which of the following is true?
(A) Cov(X, Y) > 0; the random variables X and Y are dependent.
(B) Cov(X, Y) > 0; the random variables X and Y are independent.
(C) Cov(X, Y) = 0; the random variables X and Y are dependent.
(D) Cov(X, Y) = 0; the random variables X and Y are independent.
(E) Cov(X, Y) < 0; the random variables X and Y are dependent.