1. Suppose X = [X1, X2, X3]' has a multivariate normal distribution with mean vector and covariance matrix 2 HX = and Ex = CT N CO 1 -1 (a) 3pts-Find the coefficient matrix C that satisfies CX = X1 - X3 [X1 + X2 + Xg and use it to find the expected value (population mean) of CX. (b) 3pts-Find the conditional distribution of X2, given that X1 = x