Suppose that two variables V1 and V2 have uniform distributions where all values between 0 and 1 are equally likely. Use a Gaussian copula to define the correlation structure between V1 and V2 with a copula correlation of 0.3.

Produce a table similar to Table 6.3 considering values of 0.25, 0.5, and 0.75 for V1 and V2. (A spreadsheet for calculating the cumulative bivariate normal distribution can be found on the author's website:

www.rotman.utoronto.ca/~hull.)