Let (X1, X2) be a pair of standard exponential random variables with the countermonotonicity copula and let U be a standard uniform random variable. a) Find a stochastic representation of the form (X1, X2) = (f(U), g(U)) for functions f and g which shows how (X1, X2) can be simulated. b) With the help of a), use software and numerical integration to calculate the minimal correlation for two standard exponential random variables