E(l) E(l)=1∗10+2∗10−3∗10=0 Find V(l) V(l)=1∗4+4∗4+9∗4=4+16+36=56 cov(Y_1,Y_3) cov(Yi,Yj)=0, for all i not equal to j by independence l∼N(μl,σl) True, Since l is a linear combination of Normals l is normal