Question: QUESTION # 10 Random variables X1 and X2 have zero expected value and variances Var [X1] = 4 and Var[X2] 9. Their covariance is

QUESTION # 10 Random variables X1 and X2 have zero expected value and variances Var [X1] = 4 and Var[X2] 9. Their covariance is Cov[X1, X2] = 3. a) Find the covariance matrix X =[X1 X2]T. b) X1 and X2 are transformed to new variables Y1 and Y2 according to Y1 X12X2 Y2 = 3X1 + 4X2 Find the covariance matrix of Y =[Y1 Y2] T.

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