Question: A variable, x, starts at 12 and follows a generalized Wiener process dx = adt + bdz. During the first two years, a = 4

A variable, x, starts at 12 and follows a generalized Wiener process dx = adt + bdz. During the first two years, a = 4 and b = 3. During the following three years, a = 6 and b = 4.What is the mean value of the change of variable x after five years? a. 22 b. 26 C. 38 d. 56 e. none of the above What is the standard deviation of the variable x after five years? a. 4.24 b. 8.12 C. 9.49 d. 18.0 e. none of the above

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