Consider
X = (X1, X2, X3)^T with mean and (co)variance given
by

E[X]=(1, 2, 3)^T
  Var(X)=[1 0
0

                                           0
2 1

                                           0
1 3]

(a) Calculate
E[X1 + X2] and Var(X1 + X2).

(b) Calculate
E[X1 + X2 + X3] and Var(X1 + X2 + X3).

(Note: E[X]
and Var(x) are matrices)