Consider random variables Y₁ , Y₂ , and Y₃ with 

E[Y₁] = 1

E[Y₂] = -2

E[Y₃] = 3

Var[Y₁]= 4

Var[Y₂]= 6

Var[Y₃]= 8

Cov[Y₁ ,Y₂]=1

Cov[Y₁ , Y₃] = -1

Cov[Y₂ , Y₃] = 0

 

(a) Calculate Var[3 Y₁ - 2 Y₂]

(b) Calculate Var[3 Y₁ - 4 Y₂ + 2 Y₃]