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Kindly help me in solving the below question. Step by step please. Thank you Let B. (1 2 0 ) be a standard Brownian motion

Kindly help me in solving the below question. Step by step please. Thank you

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Let B. (1 2 0 ) be a standard Brownian motion process starting with Bo = 0. (i) What is the probability that B, takes a positive valuc? [1] (1i) What is the probability that B, takes a value in the interval (-1,1) ? 12] (iii) Show that the probability that B, and B2 both take positive values is . [4] (iv) What is the probability that B. takes a negative value at some time between * =0 and * =2? [1] [Total 8]

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