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: