2. Let X1 and X2 be independent random variables, with means μ1 and μ2 and variances σ1^2 and σ2^2, respectively. Find the Covariance of Y1 = X1 and Y2 = X1 – X2.

So for this one is the covariance of y 1 just the standard formula of covariance without any manipulation? And how about y2?