Question 1184696
{{{E(sum(Y[i], i=1,4)/4) = (1/4)sum(E(Y[i]), i=1,4) = (4*mu)/4 = mu}}}


{{{Var(sum(Y[i], i=1,4)/4) = (1/16)sum(Var(Y[i]), i=1,4) = (4*sigma^2)/16 = sigma^2/4}}}


Since the Y r.v.'s are i.i.d., they are also pairwise independent, and so the pairwise covariances are equal to 0.