Question: 3. [10 Marks] Gonsider a Brownian motion with drift given by B(t)=t+W(t), where and are real constants and W(t) is the Weiner process. (a) Determine

3. [10 Marks] Gonsider a Brownian motion with drift given by B(t)=t+W(t), where and are real constants and W(t) is the Weiner process. (a) Determine E[B(1)B(2)] (b) Determine Cov(B(1),B(2)). (c) Determine Var(B(1)B(2))

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