Hi, I am having a lot of trouble with this problem and would appreciate any type of help!

So X and Y are bivariate normal with both means = 0, variances = 4, and correlationp.I need to find $\displaystyle corr(X^2, Y^2)$

To find correlation, I would start off finding covariance. I know that $\displaystyle Cov(X^2, Y^2) = E(X^2 Y^2)-E(X^2) E(Y^2)$

I know that $\displaystyle E(X^2)=E(Y^2)=4$ but I don't know how to figure out $\displaystyle E(X^2 Y^2)$.

Or maybe I'm completely approaching this problem wrong?

Thanks!