Let X be a real-valued random variable with E[X] and E[X2] denoting the mean values of X and X2, respectively. The relation which always holds is

1
(E[X])2 > E(X2)
2
E(X2) ≥ (E[X])2
3
E[X2] = (E[X])2
4
E[X2] > (E[X])2

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