need help with this R problemplease answer with r code, thanks

3. Assume that Eij = exp for some o > 0 with E E R10x10 (this is known as exponential covariance). In R, you can find a matrix U such that UU" = E with t(chol (E)). And as shown in the lecture examples, you can draw IID normals with rnorm. With this in mind and using the previous part, write R code to draw samples from a MVN distribution with mean 0 and covariance matrix E. Try a few values of o (e.g., 1, 10, 100) and visualize the results. Comment on the effect of o