This activity leads students to appreciate the usefulness of simulations for approximating probabilities. It also provides them with experience calculating probabilities based on geometric arguments and using the bivariate normal distribution. We have used it in courses in probability and mathematical statistics, as well as in an introductory statistics course at the post-calculus level. Students are expected to approximate the solution through simulation before solving it exactly. They are also expected to employ graphical as well as algebraic problem-solving strategies, in addition to their simulation analyses. Finally, students are asked to explain intuitively why it makes sense for the probabilities to change as they do. Key words: simulation, probability, geometry, independence, bivariate normal distribution