I have two variables which stem from two pdfs
$$f_1(x_1) =\begin{cases} 1/2 + x_1, & 0\leq x_1 \leq 1\\ 0, & \text{elsewhere} \end{cases}$$
and $$f_2(x_2) =\begin{cases} 1/2 + x_2, & 0\leq x_2 \leq 1\\ 0, & \text{elsewhere} \end{cases}$$ I'm trying to find the covariance between $X_1$ and $X_2$ in order to fill in the covariance matrix but don't understand how to apply $\operatorname{Cov}(X_1, X_2) = \mathrm{E}(X_1 X_2) - \mathrm{E}(X_1)\mathrm{E}(X_2)$
$\mathrm{E}$ being the expected value