Question: Let {Bt, t > 0} be a standard Brownian motion. B2 and B3 are the values of the Brownian motion at time t 2 and

Let {Bt, t > 0} be a standard Brownian motion. B2

Let {Bt, t > 0} be a standard Brownian motion. B2 and B3 are the values of the Brownian motion at time t 2 and t 3, respectively. Q1.1 1 Point What's the expected value of B2? Q1.2 1 Point What's the covariance of B2 and B3? Let {Bt, t > 0} be a standard Brownian motion. B2 and B3 are the values of the Brownian motion at time t 2 and t 3, respectively. Q1.1 1 Point What's the expected value of B2? Q1.2 1 Point What's the covariance of B2 and B3

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