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1. For an SBM (Standard Brownian Motion) find (a) P(B2 - 1) (b) E(B4 | B1 = x) (c) Corr(Bt+s, Bs) (d) Var(B4 | B1)

1. For an SBM (Standard Brownian Motion) find (a) P(B2 - 1) (b) E(B4 | B1 = x) (c) Corr(Bt+s, Bs) (d) Var(B4 | B1) (e) P(B3 -5 | B1 = 2)

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