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Let (X,Y) be a two dimensional Gaussian random vector with zero mean and the covariance matrix...

Let (X,Y) be a two dimensional Gaussian random vector with zero mean and the covariance matrix {{1,Exp[-0.1},{Exp[-0.1],1}}. Calculate the probability that (X,Y) takes values in the unit circle {(x,y), x^2+y^2<1}.

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