and are random variables with standard deviation and . They are both distributed normally, with and correlation (they are not independent).

(a) Find the standard deviations of 3X.

Is this just 3(0.2) = 0.6?

(b) Find the standard deviation of X - Y

How do I do this is X and Y are not independent? What is the formula for dependent RVs?

(C) What is

Thank you.