(b) The covariance of X₁ and X₂ is _(C)_.

6. Let μ denote the true average tread life of a certain type of tire. Consider testing H₀: μ = 30,000 versus Hₐ: μ ＞ 30,000 based on a sample of size n = 16 from a normal population distribution with standard deviation σ = 1500. A test with significance level α = 0.01 requires Zα = Z0.01 = 2.33. The probability of making a type II error when μ = 31,000 is __(I)__.