expected value of vector

Question

$X = [X_1X_2]^T$

$M = [ 1 $ $2]$$^T$ $∑$ = $[3$ $1,$ $1$ $4]$

$∑_{11} = 3 $ $∑_{12} = 1 $ $∑_{21} = 1 $ $∑_{22} = 4 $

I couldn't write as a matrix

$E[X^TX]$ = ?

I found $E[X_1^2+X_2^2]$ these are not independent, I think I cant write $E[X_1^2]+E[X_2^2]$ How I can continue?

Answer 1

$E(X+Y)=EX+EY$ is true whether or not $X$ and $Y$ are independent.