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