Standard multi-variate Gaussian distribution defined in 3 dimensiom

For d = 3 i want to generate 10000 random samples from the standard multi-variate

Gaussian distribution defined in R^d.

I know i can use the numpy function random.multivariate_normal(mean, covariance, size=n) but i am not sure how to calculate the mean and covariance for the same.

import numpy as np

n = 10000

dist = np.random.multivariate_normal(mean, covariance, size=n)