Exercise 1 Let Bt be a standard Brownian motion. Find the following probabilities. If you cannot give the answer precisely give it up to at least three decimal places using a table of the normal distribution. 1. P{B2 1.5} 2. P{B 1, B2 B > 1} - 3. P(E) where E is the event that the path stays below the line y = 3 up to time t = 6. 4. P{B3 0 | B6 0}. - 5. P{B 2, (B3 B) 2, B(B3 B) 0}.