library(MASS)
N<-2000
N.A<-N/2

rho<--0.8
mu.val<-2.0
Sig<-matrix(c(1,rho,rho,1),2,2)

nreps<-10000
mean.est<-matrix(0,nrow=nreps,2)

for(irep in 1:nreps){
	X<-rnorm(N)+mu.val
	mean.est[irep,1]<-mean(X)
	X<-mvrnorm(N.A,mu=mu.val*c(1,1),Sigma=Sig)
	mean.est[irep,2]<-mean(X)
}

v<-apply(mean.est,2,var)

v[1]/v[2]

1/(1+rho)