covar of lognormal variables

Assume X ~ N(µ_x,σ_x), Y ~ N(µ_y,σ_y), corre(X,Y) = ρ

then 

1) E(e^Xe^Y) = exp{µ_x +1/2σ²_x  +µ_Y +1/2σ_Y²+ρσ_xσ_y}

2) cov(e^X, e^Y) = exp{µ_x +1/2σ²_x  +µ_Y +1/2σ_Y²}(exp{ρσ_xσ_y}-1)