I am doing this question.
You have random variables X, Y and Z which have means 1,2,3 respectively and variances 2,4,6 respectively. Also, Cov(X,Y) = Cov(Y,Z) = 1 and Cov(X,Z) = 0. I have to find the mean and variance of U = X-2Y+Z.
Now, I have done the mean of U and found it to be 0, which I hope is correct. However, I am stuck on the variance part - the covariances are messing me up and I don't know how to proceed. Any help? Thanks.