5-20. Let X1,X2, and X3 be random variables, where:

E(X1) = 1 V(X1) = 1 COV(X1,X2) = 2 E(X2) = −1 V(X2) = 5 COV(X1,X3) = −1 E(X3) = 3 V(X3) = 2 COV(X2,X3) = 0.5 For U = X1 − 2X2 + 3X3, find:

(a) E(U)

(b) V(U)

(c) E 5 U X1 6

(d) V 5 U X2 6

(e) E(U · X3)