Let X~ N(2,1), Y~ N(-1,4), and cov(X, Y) = 2. a. Find E[X-Y] b. Find the correlation coefficient p(X,Y) c. Find Var[X - Y]. 3 d. Suppose in addition to the above conditions, we have that X - Y is a normal random variable. What is P(X - Y> 0)?

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