By definition
$ \mathrm{corr}(X_1,X_2) = {\mathrm{cov}(X_1,X_2) \over {\sigma_{X_1} \sigma_{X_2}}}$
You can get $\mathrm{cov}(X_1,X_2)$, $\sigma_{X_1}$ and $\sigma_{X_2}$ from $\Sigma$ (see covariance matrix )
$\Sigma_{11}$ = $\mathrm{cov}(X_1,X_1)$ = $\sigma^2_{X_1}$ = $1$
$\Sigma_{22}$ = $\mathrm{cov}(X_2,X_2)$ = $\sigma^2_{X_2}$ = $1$
But
$\Sigma_{12}$ = $\mathrm{cov}(X_1,X_2)$
which is already $q$
So,
$ \begin{eqnarray} \mathrm{corr}(X_1,X_2) &=& {\mathrm{cov}(X_1,X_2) \over {\sigma_{X_1} \sigma_{X_2}}} \\ q &=& {q \over {1 * 1}} \\ 1 &=& 1 \end{eqnarray}$
It's trivially true, since $\mathrm{cov}(X_1,X_2) = q = \mathrm{Corr}(X_1,X_1) \Leftrightarrow \sigma_{X_1} = \sigma_{X_2} = 1$