Let $X \sim N(\mu,\sigma^2)$ and $f_X(x) = \frac{1}{\sigma\sqrt{2\pi}}e^{-\frac{(x-\mu)^2}{2\sigma^2}}.$ where $-\infty < x < \infty$.
Express $\operatorname{E}(aX + b)$ and $\operatorname{Var}(aX +b)$ in terms of $\mu$, $\sigma$, $a$ and $b$, where $a$ and $b$ are real constants.
This is probably an easy question but I'm desperate at Probability! Any help is much appreciated as I'm not even sure where to start.