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2. Let Bt be a Brownian motion. (a) Calculate E[BtBs] for ts. (b) Calculate Var[Bt+Bs] for ts. (c) Calculate E[(BtBs)4],ts>0

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2. Let Bt be a Brownian motion. (a) Calculate E[BtBs] for ts. (b) Calculate Var[Bt+Bs] for ts. (c) Calculate E[(BtBs)4],ts>0

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