Let X be a normal random variable with mean 2 and standard deviation 1. Which of the following statement is true? A -2X+5 is a normal random variable with mean 1 and standard deviation 3. B 2X-1 is a normal random variable with mean 3 and standard deviation 1. C -2X+5 is a normal random variable with mean 1 and standard deviation 2. D 2X-1 is a normal random variable with mean 2 and standard deviation 4.

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A: Apologies for the inconvenience.   We can check the answer by multiplying the matrices. We will…

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