A facility under construction is exposed to differential settlement. The settlement will occur with probability $20\%.$ The gross construction cost, Cg$,$ is $$2$M without differential settlement, and $$4$M in case of differential settlement. Because of funding supporting the project, the net cost is Cn $=0\mathrm{.}5*$Cg $+$ $$1$M$.$ Let m indicates the number of interruptions in the construction process. The probability of one interruption is $10\%$ in case of differential settlement, and $5\%$ without differential settlement. It is assumed that the probability of more than one interruption is negligible.

The mean vector and covariance matrix for vector X$=[$Cg$,$ Cn$,$ m$]^$T are shown below:

$\backslash$mu x$=[\backslash$mu g$,\backslash$mu n$,\backslash$mu m $]^$T $=[2\mathrm{.}4$M$$,?,?]^$T

Ex$=[[0\mathrm{.}64$M$$^2,?,0\mathrm{.}016$M$$],[?,?,?],[0\mathrm{.}016$M$$,?,5\mathrm{.}64\%]]$

Note that some of the values are missing: derive them, report their corresponding unit. Also, derive the correlation matrix.