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    Exam 14: Wiener Processes and Itos Lemma
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    The Variance of a Wiener Process in Time T Is
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The Variance of a Wiener Process in Time T Is

Question 13

Question 13

Multiple Choice

The variance of a Wiener process in time t is


A) t
B) t squared
C) the square root of t
D) t to the power of 4

Correct Answer:

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