Question: A variable, x, starts at 10 and follows a generalized Wiener process: dx =adt+bdz, where a = 2, b = 3, and dz is a

A variable, x, starts at 10 and follows a generalized Wiener

A variable, x, starts at 10 and follows a generalized Wiener process: dx =adt+bdz, where a = 2, b = 3, and dz is a Wiener process. What are the mean and variance of the variable after 3 years? Select one: O a. 6 and 9 O b. 16 and 9 O c. 6 and 27 O d. 16 and 27

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