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Build a Monte Carlo simulation of two normally distributed random variables ε1,ε2 with mean zero and unit variance, with correlation ρ = +0

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Build a Monte Carlo simulation of two normally distributed random variables ε1,ε2 with mean zero and unit variance, with correlation ρ = +0.7. Using 1000 MC samples, compute the expectation(using Excel).

M = E[max(ε1, ε2)]