Find the PDF of the sum Z = XY of two zero-mean, unit-variance Gaussian random variables with correlation coefficient rho = -1/2.
a) rho * exp(-(x² + y²) / (2(1 - rho²)))
b) rho * exp(-(x² + y²) / (2(1 + rho²)))
c) rho * exp(-(x² + y²) / (2(1 - rho²)))
d) rho * exp(-(x² + y²) / (2(1 + rho²)))
