Let u_n = (sum_(k=1,n) X_k)/n where X_i is an numerical observation of a random variable with density function f.

Similarily let u_2n = (sum_(k=1,2n) X_k)/2n where again X_i is an observation of a random variable with same density function f

Determine the value of E( (u_n - u_2n)^2 ) where 'E' represents the expected value.