Question: Q2 (10 points) a. Let B(t) be a Brownian motion. Use the Ito's formula to find d B*(f) and then write B*(T) in integral form.

Q2 (10 points) a. Let B(t) be a Brownian motion. Use

Q2 (10 points) a. Let B(t) be a Brownian motion. Use the It\\"o's formula to find d B*(f) and then write B*(T) in integral form. b. Take expectations on the equation in (a) to derive a formula for E[B4(T)]. 2 Add Image/PDF files or drag and drop

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