Let's look into Cholesky Decomposition' (CD) a bit. In order to ganerate correlated random variables, CD is used to abtain a correlation matrix (C): LL'-C, where L is the lower trianguar matrik obtained from CD. Then I can generate two correlated random variablos: LX - Y, where X- where X are uncorrelated varinbles and Y are correlated varinbles we need. If we want two correlated drawn values from Y, what is L?

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