Option Pricing in Continuous Time Makes Use of Wiener Processes $W _ { t }$

Multiple Choice

Option pricing in continuous time makes use of Wiener processes. Which of the following is not a property of a Wiener process $W _ { t }$ , given $W _ { 0 } = 0$ ?

A) The process has independent increments $W _ { t } - W _ { s }$ , for $t > s$ .
B) Increments are normally distributed.
C) For each $t$ , $W _ { t }$ is normally distributed with mean zero and variance $t ^ { 2 }$ .
D) The process $\left( W _ { t } \right)$ is a symmetric random walk around zero.