Theorem 91 Useful properties of covariance If Xa a and b are

Theorem (9.1) Useful properties of covariance: If Xa a and b are constants then Coy(X1 + a, X2 + b) O Cov(X, aX1 + b) Coy(X1, X2) 2 OV (X) = avar

Solution

Using the third formula,

Cov(X,-3X+2) = -3*Var(X)

As X~N(0,1),

Variance of X=1

Therefore,

Cov(X,-3X+2) = -3*1 = -3

Answer: -3