Question: A variable, x, starts value at 12 and follows a generalized Wiener process dx =a dt+b dz where a = 3, b = 7, and

A variable, x, starts value at 12 and follows a generalized Wiener process dx =a dt+b dz

where a = 3, b = 7, and dz is a Wiener process

a) What is the mean value of the variable after three months?

b) What is the standard deviation of the value of the variable after six months?

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