Suppose X1 N mean20 deviation 5 and X2 N mean 10 deviation 2

Suppose X1 ~N (mean=20, deviation =5) and X2 ~N (mean =10, deviation =2) are independent normal random variables. (a) Set up the integral for calculating the covariance between X1 and X2 using the definitional formula. (bSet up the integral for calculating the covariance between X1 and X2 using the computational formula. (c) what is the covariance between Z1 and Z2