Correct option:
a normal random variable with mean 0 and variance 6.
Explanation:
E(W) = 2 E(X) + E(Y) - E(Z)
=0
Var(W) = (22 X Var(X)) + Var(Y) + ((-1)2 X Var(Z))
= (4 X1) + 1 + (1 X 1)
= 4 +1 + 1
= 6
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