1. Let Tm be the first passage time of W to level m. Use reflection principle to compute the following quantities. Your final answer may contain the standard normal cumulative distribution function N(), but should be free of other integrals.

(a) P(max0ut Wu 2 and minT2ut Wu 1);

(b) E h 1{max0ut Wu2} (1 minT2ut Wu) + i where x + = max(x, 0).

Can you solve this?