A hedge fund that runs a distressed securities strategy is evaluating the solvency conditions of two potential investment targets. Currently firm RST is rated BB and firm WYZ is rated B. The hedge fund is interested in determining the joint default probability of the two firms over the next two years using the Gaussian default time copula under the assumption that a one-year Gaussian default correlation is 0.36. The fund reports that $X_{BB}$ and $X_B$ are abscise values of the bivariate normal distribution presented in the table.