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Which of the following statements is FALSE?
A. All of these choices are false.
B. If X and Y are independent, Variance of (X Y) = Variance of X + Variance of Y
C. If X and Y are independent, Standard Deviation of (X Y) = Standard deviation of X + Standard deviation of Y
D. If X and Y are independent, Variance of (X - Y) = Variance of X + Variance of Y

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