Which of the Following Statements Is True

question 20

Multiple Choice

Which of the following statements is true?

• A)A random walk process is stationary.
• B)The variance of a random walk process increases as a linear function of time.
• C)Adding a drift term to a random walk process makes it stationary.
• D)The variance of a random walk process with a drift decreases as an exponential function of time.

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