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(a) Compute dW4(t) and then write W4(t) as the sum of an ordinary (Riemann) integral and...

(a) Compute dW4(t) and then write W4(t) as the sum of an ordinary (Riemann) integral and an Ito integral. (b) Take expectations on both sides of the formula you obtained in part (a) and derive a formula for E(W4(t)). (C) Use the method of (a) and (b) to derive a formula for E(Wº(t)). (d) Calculate the variance Var (+W3(T) DW (t)).

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