And that's the same thing as sigma squared of Y. There's a variance of Y. Now, you may or may not already know these properties of expected values and variances, but I will reintroduce them to you, and I won't go into some rigorous proof. Actually, I think they're fairly easy to digest. So one is that if I have some third random variable, let's say I have some third random variable that is defined as being the random variable X plus the random variable Y. Let me stay with my colors just so everything becomes clear. The random variable X plus the random variable Y.