Hey shaunoflobe.

Recall that Covariance is distributive in that Cov(A+B,C+D) = Cov(A,C) + Cov(A,D) + Cov(B,C) + Cov(B,D)

Also recall that Cov(X,Y) = E[XY] - E[X]E[Y]. If two random variables are independent, then P(A = a, B = b) = P(A = a)*P(B = b). If you can show Cov(X,Y) = 0 for independent random variables (Hint: What will E[XY] be for this to happen), then you can use Cov(X,X) = Var[X] and collect things together.