Suppose we have a random number generator to obtain sequences for two independent random variables Z1 and Z2 with the standard normal distribution. Please find a linear transformation matrix to obtain the sequences for two new random variables X1 and X2 with the standard normal distribution but with the correlation of . Hint: for simplicity, you can assume X1=Z1 first. In this problem, we assume that Z1 and Z2 are two independent random variables sampled from the standard normal distribution. we are asked to find a linear transformation to obtain two new variables X1 and X2 with the correlation of r but each of them still obeys the standard normal distribution. Namely we need to find the four elements for the 2X2 transformation matrix