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please help with the following derivative process 1. Suppose p(t) is arithmetic Brownian motion with Elp(t) |p(to)] = p(to) + u(t - to), and Var[p(t)|p(to)]

please help with the following derivative process

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1. Suppose p(t) is arithmetic Brownian motion with Elp(t) |p(to)] = p(to) + u(t - to), and Var[p(t)|p(to)] = oz(t - to), shows the followings: a. Cov[p(t,), p(t2)] = Var[p(t,)] = ozt1. b. E[(dB)= ] = dt c. (dp)? = o'dt

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