Covariance of a chi-square and a ratio

Let Z∼N(0,1)Z \sim \mathcal N(0,1) and Y∼χ2(ν)Y \sim \chi^2(\nu) be independent, and define W=ZYW = \dfrac{Z}{\sqrt{Y}}. Compute Cov⁡(Y,W)\operatorname{Cov}(Y, W).

Show hints (2)+
  1. Use independence to split E[W]\mathbb{E}[W] and E[YW]\mathbb{E}[YW] into products.
  2. Every term ends up with a lone factor of E[Z]=0\mathbb{E}[Z]=0.

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