ii) Suppose that X(t) is a Brownian motion process with mean at. ii.a) Let Y(t) = X(t) + ut, u > 0. Sketch a realistic sample path (realization time series) for this process. Determine the pdf of Y(t). (3 Points) ii.b) Let Z(t) = X(t) + X(t - s). Assume X(0) =0. Determine the pdf of Z(t) for s positive. (4 Points)