expectation, variance, covariance

I'm stuck on this problem :

X and Y is normal random var with mean(x) = 1 and mean(y) = 2 and variance(x)=1 and variance(y) = 4 and covariance(x,y)=1.

U = X-Y
V = X+Y

find E(U),Var(U),Cov(U,V)

, and .

Quote:

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Originally Posted by girdav

, and .

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I thought that above only if x and y independent ?

for two integrable random variables is always true, but is true if and have a variance and . It's true when and are independent, but the last equality can be true even if and are not independent.