十六. Consider the famous hat problem as in the previous problem. Let X, be a random variablethat takes value 1 if the ith person selects his/her own hat, and takes value O otherwise. Letcov(Y, Z) = [Y . Z] -E[Y] ㆍE[Z] be the covariance of two random variables Y and 2. Whichof the following statements is/are true?
(A) When n = 4, cov(X4, X4) is