there is a mistake in the question, it should be Var(Y1)=Var(Y2)= 40

Q1. Consider the random variables Y1, Y2, X1, X, such as Cov(Yi, X1) = 2; Cou(Yi, X2) = 12; Con(Y2, Xi) = 3; Cov( Y2, X2) = 7. Suppose that E[Xi] = ElX2] = 0, but EY] = Ely,J - 5, besides, Var(Y1 ) = Var(Y2) = 10 and Var(X1) = Var(X2) = 9. Cou(X2, X1) = 0; Com(Yz, Yi) = 0. (a) Determine the best linear prediction of Y1 given that X,, X2 and give the corresponding mean square predicted error. (b) Determine the best linear prediction of Y, given that X1, X, and give the corresponding mean square predicted error. (c) Determine the best linear prediction of Y1 - Yz given that X1, X, and give the corresponding mean square predicted error