Question: Let (W(t), t2 0} be a Brownian motion with drift parameter = 3 and variance pa- rameter 4. Please calculate: (a) E(W(1) |W(3) =

Let (W(t), t2 0} be a Brownian motion with drift parameter =

Let (W(t), t2 0} be a Brownian motion with drift parameter = 3 and variance pa- rameter 4. Please calculate: (a) E(W(1) |W(3) = 2); (b) P(W(1) < 1W (3) = 2); (c) E(W(1) |W(3) = 2); (d) E(e) |W(3) = 2).

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