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Suppose that in a small time interval , the change in the variableis given by = 2+ 3() 0.5 . Note that follows a standard

Suppose that in a small time interval , the change in the variableis given by = 2+ 3()0.5. Note that follows a standard normal distribution.Find the standard deviation of .

Choose one:

a.9()

b.3()0.5

c.3()1/2

d.1

e.0

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