If I have that X and Y are independent r.v with mean 0 and variance ${\sigma}^{2}$ and I have that

$Z=X\mathrm{sin}\alpha +Y\mathrm{cos}\alpha \phantom{\rule{1em}{0ex}}$ , what is then the covariance and the correlation between X and Z?

$Z=X\mathrm{sin}\alpha +Y\mathrm{cos}\alpha \phantom{\rule{1em}{0ex}}$ , what is then the covariance and the correlation between X and Z?