11. Sometimes when a process does not directly follow a Brownian process, a transformation is made on the variable to determine if the transformation is a better approximation of the behavior of a process. Let B(t) be a standard Brownian motion. Define Y(t)-tB(1/t) for t>0 and at t-0, Y (0) is defined to be 0 at t-0. A. Is Y(t) a Martingale? Show why or why not. B. Show all steps in finding the Covariance of Y (s) and Y(t)-Y(s), wheres0 and at t-0, Y (0) is defined to be 0 at t-0. A. Is Y(t) a Martingale? Show why or why not. B. Show all steps in finding the Covariance of Y (s) and Y(t)-Y(s), wheres