Joint Normal Conditional Probability
Let $(R_1, R_2)$ be jointly normal with means $\mu_1 = \mu_2 = 0$, standard deviations $\sigma_1 = \sigma_2 = 1\%$, and correlation $\rho = 0.85$.
Compute $P(R_1 > 1\%, \, R_2 < 0)$ by using the conditional distribution of $R_1 \mid R_2$. A numeric approximation is fine -- you can quote standard normal table values.
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