Let Y(t) 1X(1/1).

(a) What is the distribution of Y(t)?

(b) Compute Cov(Y(s), Y(1))

(c) Argue that {Y(t), t 0} is also Brownian motion

(d) Let T = inf{t > 0: X(t) = 0} Using

(c) present an argument that P{T = 0} = 1.