Show that if Y – a_1*X_1 + a_2*X_2, where X_1 and X_2 are random variables, then E[Y] – a_1*E[X_1] + a_2*E[X_2]

and

Var Y] = a^2_1*Var [X_1] | a^2_2*Var [X_2] | 2a_1*a_2*Cov[X_1, X_2]

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This solution investigates mathematical expressions related to random variables, expectation and variance. The solution is organized in a step-wise fashion in an attached Word document.