Question: 3. Suppose X anad Y are two standard normal random variables, i.e. X, Y ~ NV(0, 1), with covariance 0.8. What is E[XY = 1]

3. Suppose X anad Y are two standard normal random variables,

3. Suppose X anad Y are two standard normal random variables, i.e. X, Y ~ NV(0, 1), with covariance 0.8. What is E[XY = 1]

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