6.7 Let Yj denote the return one period from now on the jth oil security in an investment portfolio, j = 1,...,4 and Y ≡ (Y1,...,Y4)’; and let Zj denote the one period return on the jth office machine security in the portfolio, Z ≡ (Z1,...,Z4)’. Suppose Y and Z are independent and (see Section 6.5.3)

where Find the distribution law of (c1’Y + C2’Z), where