Question: (a) Calculate the mean and variance of I. Explicit the distribution of I. (b) What is the quadratic variation of I ? Let I

(a) Calculate the mean and variance of I. Explicit the distribution of

(a) Calculate the mean and variance of I. Explicit the distribution of I. (b) What is the quadratic variation of I ? Let I = e'dB,- Bt is a Brownian motion.

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