could you give me explanation this problem ? Am I doing right ? I am kind of stuck and do need your help. Thanks !

Problem 2 Suppose we divide the time interval [0,3] into an equally spaced periods so that At = t. Consider a particle following a random walk, starting from X0 = 0, and within each period t\" = 1, 2, ..., n, the particle moves by Z}, so that X: = i Zia 12:1 and Z1; = ,uAt + chAtq, where E(e,;) = 0 and Var(e,;) = 1, and Z; are independent. ,u and or are constants. (1) Calculate E(Z,:) and Var(Z,:). (2) Calculate E(X) and Var(X). Do they depend on n? (3) For large n, what is the approximate distribution of Xg? Note: the above is a model of Brownian motion with drift. Note the m term in front of ei, which characterizes Brown motion or diffusion. The process can be written in terms of stochastic differential equation and treated rigorously by measure theory. But the above model gives the essence of the process