What is the covariance of a combination of multivariate normal distributions?

Question

("Combination" might not be the right word.)

Say we have $n$ random variables $X =[X_1, X_2, ..., X_n]^T$. We also know that all the random variables have a normal distribution, i.e. $X_i \sim \mathcal{N}(\mu_i, \Sigma_i)$ with $\mu_i$ mean and $\Sigma_i$ covariance. From my lecture notes I have gathered that the expectation of this combination is simply $E[X] = [E[X_1], E[X_2], ...,E[X_n]]^T = [\mu_1, \mu_2, ..., \mu_n]^T$, but now I have three questions:

1. Is the combination of multivariate normal distributions itself a normal distribution?
2. Can we find the covariance of this normal distribution?
3. How can we find it?