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2. (6 marks) Consider a filtered probability space (2,F,P, {Ft}te[0,r)). a. (2 marks) Let the stochastic process {Xt}te(0,r) have independent increments and sat- isfies Ep(|Xt|) 0, and define the stochastic process {Xt}, where X = Wi-cWi-t, where t (0,1). What is the mean and variance of X? Is {Xt} a Brownian motion over [0, 1]? Explain. 2. (6 marks) Consider a filtered probability space (2,F,P, {Ft}te[0,r)). a. (2 marks) Let the stochastic process {Xt}te(0,r) have independent increments and sat- isfies Ep(|Xt|) 0, and define the stochastic process {Xt}, where X = Wi-cWi-t, where t (0,1). What is the mean and variance of X? Is {Xt} a Brownian motion over [0, 1]? Explain