Consider the two statements. \(S_1 :\) There exist random variables \(X\) and…

Consider the two statements. 

$S_1 :$ There exist random variables $X$ and $Y$ such that

$\left(\mathbb E[(X-\mathbb E(X))(Y-\mathbb E(Y))]\right)^2>\textsf{Var}[X]\textsf{Var}[Y]$

$S_2 :$ For all random variables $X$ and $Y$,

$Y, \textsf{Cov}[X,Y]=\mathbb E \left[|X-\mathbb E[X]|\;|Y-\mathbb E[Y]|\right ]$

Which one of the following choices is correct?