There's the easy way and and there's the hard way. Being lazy by nature, I'll outline the key results for the easy way:

If X and Y are jointly gaussian (bivariate normal distribution), then the conditional pdf for one of the variables, given a known value for the other variable, is normally distributed:

where:

and

is the correlation coefficient.

I'll leave it to you to substitute the necessary notation and values. It should then be routine to calculate

.

Some reading:

http://www.aos.wisc.edu/~dvimont/aos...iate_notes.pdf