not fail during the useful 28. Let (X1. ..., X20) be 20 iid N(2, 4) random variables. Also, define the random variables Zi = 12 for i = 1, ..., 20. Answer the following questions relating to these ran- dom variables. (a) What are the values of E(Z?) and var (Z?)? 20 20 (b) What are the values of E Ez? ) and var 20 (c) Calculate the value of P Cz, 12.5489). i=1 i=11