3 dimensional couplings

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Suppose we have two probability measures on $R^2$ $\mu_1,\mu_2$. I am looking to construct a coupling $\pi$ on $R^3$ such that the $(x,y)$-marginal is $\mu_1$ and the $(y,z)$ marginal is $\mu_2$. Can we always construct such a coupling? Here when I specify the marginals, I am assuming the form $(x,y,z)\in R^3$. What are some conditions where I can and can't do this.