Question: Let X and Y be jointly normal random variables with parameters X = 1, 2 X = 4, Y = 1,

Let X and Y be jointly normal random variables with parameters μX = −1, σ2X = 4, μY = 1, σ2Y = 1, and ρ = 1/2.

a. Find P(X + 2Y ≤ 3).

b. Find Cov(X −Y, X + 2Y).

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