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Problem 4. Let the price of a security at time t be given by s(t) = t+oWt, where (W+)+20 is a Wiener process. An

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Problem 4. Let the price of a security at time t be given by s(t) = t+oWt, where (W+)+20 is a Wiener process. An investor holds h(t) = 3t2 shares of the security at time t = [0, 1]. Calculate the expectation and the variance of the profit the investor makes with this security during the time interval [0, 1].

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