Ononot — Let X1, X2 be i.i.d. N(0, 1). Find E[X1^2 + 2X1X2 + X2^2].

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Let $X_1, X_2$ be i.i.d. $N(0, 1)$ . Find $E[X_1^2 + 2X_1X_2 + X_2^2]$ .