Question: 3) If a variable 2: follows the process dz = bdz where dz is a Wiener process, use Ito's Lemma determine which of the following

3) If a variable 2: follows the process dz = bdz where dz is a Wiener process, use Ito's Lemma determine which of the following is the process followed by y : 3*\". 4a) A variable I starts at 10 and follows the generalized Wiener process d3 2 salt + bdz, are the time is measured in years. What is the expected value after 3 years? 413) If a, = 3 and b = 4, what is the stande deviation of the value in 4 years? 4e) If a = 3 and b = 4, what is the standard deviation of the value in 3 months
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