A Variable X Starts at 10 and Follows the Generalized

question 10

Multiple Choice

A variable x starts at 10 and follows the generalized Wiener process dx = a dt + b dz
If a = 3 and b =4 what is the standard deviation of the value in three months?

• A) 1
• B) 2
• C) 3
• D) 4

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