1. Let a(t) be a Brownian Motion with variance (sigma^2)=1 Find: a) P2 (B (5) — B(2) 2, B(3) 2. Find expected value and variance of 3gE3t)+5 if X0 = —1 and variance (sigma.^2)=9

1. Let a(t) be a Brownian Motion with variance (sigma^2)=1 Find: a) P2 (B (5) — B(2) < 3)="" b)="" eo(b(2)b="" (5))="" c)="" pi="" (b="" (1)=""> 2, B(3)

2. Find expected value and variance of 3gE3t)+5 if X0 = —1 and variance (sigma.^2)=9