urgent, please help!!!

2) (15 points) Let X = (X1, X2, X3) be a jointly Gaussian random vector. The jointly Gaussian random variables X1, X2 and X3 have the joint Gaussian pdf as: fX1,X2,X3($1, 12, 13) (1) Suppose a new random vector is generated using relation Y = AX such that Y has uncorrelated compo- nents. [1/ V/2 1/ V/2 0 1/V2 -1/V2 0 (2) 0 0 i) (1+3 pts) Find E[X] and Kx ii) (1+4 pts) Find E[Y] and Ky iii) (3+1+2 pts) Find the whitening transformation for the random vector X. Find the mean and covari- ance matrix of the whitened random vector