Let X= [X₁, X₂, X₁' be a random vector with mean vector = [4, 3, 2]' and correlation matrix [16 4 7.27 4 7.2 16 3.2 3.2 16 (a) Let Z=2X₁ + X₂ - 3X3; determine (i)the mean of Z (ii) the variance of Z (b)Define a random vector Y= [Y₁, Y₂1' such thatY₁ = X₁ X₂ + X3 and Y₂ = X₁ + X2 + 2X3 The mean vector of Y is [I, II] and variance-covariance matrix [ Find the values of the mean vector and variance covariance matrix III IV IV

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