Expected return & variance of a bivariate distribution

Hi,

I'm stuck with a problem that is easy to solve if I assume that the
bivariate distribution is normal or some other type of distribution.
However, since it's not stated what the distribution, I'm not sure
I've enough information to work with. I'm given that it's a bivariate
distribution with the 2 means and standard deviations given, as well
as the correlation. I'm then asked to work out the expected value and
standard deviation of the first given the expected value & standard
deviation of the second.

Without being given the type of distribution or making an assumption,
I could calculate the covariance and E(XY) at best. Am I right or did
I miss something else?

Thanks.

.

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