If X and Y Are Independent Random Variables Then the Standard

Multiple Choice

If X and Y are independent random variables then the standard deviation of the random variable $X - Y$ is given by which of the following expressions?

A) SD(X) - SD(Y)
B) $\sqrt { \operatorname { Var } ( X ) + \operatorname { Var } ( Y ) }$
C) $\sqrt { \operatorname { Var } ( X ) - \operatorname { Var } ( Y ) }$
D) Var(X) + Var(Y)
E) SD(X) + SD(Y)