1.Suppose X and Y have a bivariate normal distribution with covariance 1. X has a mean of 10 and standard deviation of 4. Y
has a mean of 15 and standard deviation of 6. Z = 2X + 3Y. Which of the following statement is false?
(A)The mean of Z, is 65.
(B) The variance of Z is 400.
(C) The correlation between X and Y is 1/24.
(D) Z follows a normal distribution.
(E) None of the above choices (a)-(d).