Let the bivariate random variable A=(A1,A2)T have a Gaussian distribution on R2 with zero mean and covariance matrix be given by

$$\left(\begin{array}{cc}1& -0.4\\ -0.4& 1\end{array}\right)$$

Let B=$\left(\begin{array}{c}1\\ 2\end{array}\right)$ and C=$\left(\begin{array}{c}2\\ 1\end{array}\right)$. Define $X={B}^{T}A,Y={C}^{T}A$.How do I find the covariance of X and Y?

$$\left(\begin{array}{cc}1& -0.4\\ -0.4& 1\end{array}\right)$$

Let B=$\left(\begin{array}{c}1\\ 2\end{array}\right)$ and C=$\left(\begin{array}{c}2\\ 1\end{array}\right)$. Define $X={B}^{T}A,Y={C}^{T}A$.How do I find the covariance of X and Y?