For this problem, we are told that $X$ and $Y$ are jointly normally distributed variables, both being standard normal. We're given their correlation coefficient. So, how do I get from there to finding the probability that $X$ + $Y$ $<$ 0.7?
What I've worked out so far is that the $\operatorname{Cov}(X, Y)$ equals the correlation coefficient since $X$ and $Y$ are standard normal (because the standard deviations are $1$), which is also equal the $E[XY]$ (because the means are $0$). But where do I go from here...?
Hint: $X+Y$ is a normal random variable since $X$ and $Y$ are jointly normal. Work out its mean and variance and look up the answer in tables.