I ve got two distributions (normal), Z1 and Z2 with mean values of 28 and 2. And also the reliability index 2 and 0.2 (beta).

$\displaystyle \beta_{i} = \frac{\mu_{i}}{\sigma_{i}}$

Now I need the coefficient of correlation for these two distributions. And I came up with
$\displaystyle \rho = \frac{Cov(X_{1}X_{2})}{\sigma_{1}\sigma_{2}}$
$\displaystyle Cov(X_{1}X_{2}) = E(X_{1}X_{2}) - \mu_{1}\mu_{2}$
now what is the expected value of X1X2??

Any help would be great!