I continue to be stuck on this problem if anyone has any tip

I continue to be stuck on this problem if anyone has any tips on where to start that would be great. I can not figure this out after many attempts

(7) Recall from class that given a vector R2 and a 2 x 2 positive definite matrix , we say that (X1, X2) ~ N(, ) if they have joint pdf (a) Show that (b) Show that

K (I assume this is either an accidental post or you\'re spelling out the alphabet)