how to create dataset with given correlation coefficient

Hi,
I think this may be a FAQ. However, I couldnot figure it out how to do
it. Please help me.
I would like to generate a dataset with two variables(X,Y). One is
normal(0,1) and the other is normal with mean =0.8 and s.d. =0.2. The
correlation between X and Y is 0.4.
Thank you very much!

.

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