Suppose That X, Y and Z Are Random Variables with Standard

Short Answer

Suppose that X, Y and Z are random variables with standard deviations σₓ=1, σᵧ=2 and σz=3 and that ρ(X,Y)=.5, ρ(X,Z)=-.2 and ρ(Y,Z)=.2. Find Var(X+Y+Z).