9. [10] Suppose that B and W are BMs and that they are correlated with correlation coefficient p E (-1, 1) in the sense that the correlation coefficient between Be and Wt is p for all t > 0. Then we can decompose W as Wt = aWt + bBt, t20, where (i) a, b E R and (ii) W is a BM uncorrelated with B (in the sense that the correlation coefficient between Wt and Be is zero for all t > 0). Find the values of a and b that work. (You do not need to show (i) and (ii). Simply assume them, and find the right values of a and b. If you remember the answer, write that down and verify it satisfies (ii).)