Can someone help me using R?

Suppose X and Y are correlated normal random variables with mean and covariance matrices ux 20 O 9 12 U = MY 10 -2 12 25 Use R to simulate 1000 x, y-pairs according to this bivariate distribution and make a scatterplot of the points. Make sure the x- and u- ranges are exactly the same (like 0 to 40, and -10 to 30, respectively). Hint: use the murnorm() function from the MASS package. Next, find the eigenvectors of the covariance matrix with the eigen () command. Note R gives unit eigenvectors (their lengths are 1). Draw these eigenvec- tors on your scatterplot using arrows(). You might want to multiply them by a factor of 10 each to stretch them out. What do you ob- serve? It turns out that eigenvectors of any real, symmetric matrix are orthogonal