Question: Let X(t), t 0, be a Brownian motion process with drift parameter = 1 and variance parameter x2 = 4. If X(0) = 10, find

Let X(t), t 0, be a Brownian motion process with drift parameter = 1 and variance

parameter x2 = 4. If X(0) = 10, find

(a) E[X(2)];

(b) Var(X(2));

(c) P(X(2) > 20);

(d) P(X(.5) > 10).

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