3.3.1 problem 38

(a)

Let $Y=X+1$. Then, $X$ and $Y$ are clearly dependent, and $P(X<Y)=1$.

(b)

Let $X$ be the value of a toss of a six sided die, with values $1$ to $6$. Let $Y$ be the value of a toss of a six sided die, with values $7$ to $12$. Tosses of the two die are independent, but $P(X<Y)=1$.