Let $\displaystyle X$ and $\displaystyle Y$ be random variables with zero means, variances $\displaystyle \sigma_{x}^{2}$, $\displaystyle \sigma_{y}^{2}$ and correlation $\displaystyle \rho$. Find the value of $\displaystyle a$ which minimises $\displaystyle Var(Y-aX)$ and evaluate this minimum value. Deduce the minimum value $\displaystyle Var(X-bY)$ and the value of $\displaystyle b$ at which the minimum is attained. Investigate the cases $\displaystyle \rho=0,\pm1$ explicitly. Comment generally.

Literally no idea on this thanks for any help in advance.