Multiple Choice
A variable x starts at 10 and follows the generalized Wiener process dx = a dt + b dz
Where time is measured in years.If a = 3 and b =4 what is the standard deviation of the value in 4 years?
A) 4
B) 8
C) 12
D) 16
Correct Answer:
Verified
Correct Answer:
Verified
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