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- mean = [0,0]
- low = np.array([-np.inf, -np.inf])
- upp = scipy.stats.norm.ppf([0.03, 0.04])
- rho = Symbol('rho')
- rho = solve((mvn.mvnun(low, upp, mean, [[1,rho],[rho,1]]))[0] - 0.03)
- print(rho)
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