Home Forums SOA Exams Question about the variance of normal distribution

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      I am confused with the equation a+4+b=0 and the following variance equation. In my opinion, in order to let the combined mean to be zero, it should be:

      a * (mean of X1) + 4 * (mean of X2) + b * (mean of X3) = 0

       

      and for the variance part, it should be:

      (a^2) * (variance of X1) + (4^2) * (variance of X2) + (b^2) * (variance of X3) = 1

       

      Appreciate for the help.

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