Question: Given a random vector, X = (X1, X2, X3) with mean M = (1, 2, 3) and covariance matrix 3 1 0 1 4 1

Given a random vector, X = (X1, X2, X3) with mean M = (1, 2, 3) and covariance matrix 3 1 0 1 4 1 1 9 Let X1 = (X1, X2), and a = 1 2 ,B = -2) -1/ Compute the following: a. E(aT X1) 6. E(BX1) c. Cov(BX)

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