Solve the following:

5. Let X ~ N2(m, C) be a random vector. Find the density function of X by means of the entries of m and C. Determine the distribution of the components, further the conditional distribution of the components conditioned on the given value of the other component. Find the correlation coefficient of the two components and the distribution of an appropriate linear combination of them (aX1 + bX2 + c). Give the linear transformation that takes X into a standard normal vector Y ~ N2(0, I)