No ! Why would E[XY]=E[X^2] ??furthermore, is it right to say that since p = cov(X,Y) / (s_1 * s _2) <=>
p = cov(X,Y) = E(XY) + 0 + 0 + 0 = E(x^2) = 1
Let's come to think about that : if it was possible to compute the covariance, they wouldn't have put p. You just can't compute it with the information you're given.