Let B(t) be a standard Brownian Motion. Suppose the price of a stock follows Brownian motion and it is assumed that B(t1

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answerhappygod
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Let B(t) be a standard Brownian Motion. Suppose the price of a stock follows Brownian motion and it is assumed that B(t1

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Let B(t) be a standard Brownian Motion. Suppose the price of a
stock follows Brownian motion and it is assumed that B(t1) = 20 and
B(t2) = 50. Under this assumption, what is the variance of B(s)
where s is a time value between t1 and t2?
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