plotting – Density plot not working

I have the following code that specifies a specific covariance matrix and then tries to plot the pdf (bivariate normal distribution from the given covariance matrix and a null mean vector).

It is however providing an error that I do not know how to stop.

Cmat = ( {
   {c/(2 (Gamma)), (Sqrt(c) (Alpha))/(2 (Gamma))},
   {(Sqrt(c) (Alpha))/(2 (Gamma)), c/(2 (Gamma))}
  } )

p31 = With({},
  Cm = Cmat /. {(Gamma) -> 1, c -> 1, (Alpha) -> 1};
  ContourPlot(
   PDF(MultinormalDistribution({0, 0}, Cm), {x, y}), {x, -3, 
    3}, {y, -3, 3},
   Axes -> True,
   FrameLabel -> {"x", "y"},
   MaxRecursion -> 3,
   PlotLabel -> "Density plot",
   Contours -> 8,
   ColorFunction -> (Blend({White, Blue}, #1) &)
   )
  )

This code then plots an empty plot with an error message:
enter image description here