2 x e y x 2 x 2 x g x e y x x x g x 2 var y x x g x 2

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 2 | X E  Y X  2 | X 2 X g X  E  Y X  | X X g X  2 Var Y | X X g X  2 because E  Y X  | X 0 and E  Y X  2 | X Var Y | X . Now take the expectation and use the LIE: E  Y g X  2 E  Y X  2 E  X g X  2 E  Y X  2 57
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