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3. (30pt) Suppose that E(Y) = 1, E(Y2) = 2, E(Y3) = 3, V(Y1) = 6, V(Y2) = 7,V (Y3) = 8, Cov(Yı, Y2) = 0, Cov(Yı, Y3) = -4 and
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; Yo No 14, 5) ; YN N₂ (MIE) Result: we know if XnNpl , E) then Y2 CX N N [cu cee] renes ar & AY are the linlar combinationb) 20 30] Elay)= ally = [10 (From Result] 146 E[ AY] = A E[y ] =Ally (From result] = 1 2 37 1] 4 5 6 1 2c) Vlay] = dEya From result] = (10 20 30] [6 -1° 7 20 (z 512 12 400 v[AY] = A Ey A from result] it 0 -2 1 4 77 512 12 5 8 7

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3. (30pt) Suppose that E(Y) = 1, E(Y2) = 2, E(Y3) = 3, V(Y1) = 6,...
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