If Z₁ is Normal (μ₁,σ²), Z₂ is Normal (μ₂,σ²) and Cov(Z₁,Z₂)=ρσ²

For (X₁,X₂)=(Z₁-Z₂,Z₁+Z₂)

How can i find the corresponding covariance matrix?

I know the mean vector is

μ₁-μ₂

μ₁+μ₂

and with Cov(Z₁,Z₂)=ρσ² it is possible to find the covariance matrix for Z₁ and Z₂ but i am not sure how to find covariance matrix for X₁,X₂.