20.

Apply Ito lemma on Yt and find expected value of Yt by first take integral
Wt
where Yt = µWt + e , Wt is a Brownian motion and µ and are constants.

21. Apply Ito lemma on Yt and find expected value of Yt by first take integral
Wt
where Yt = tWt + e , Wt is a Brownian motion and µ and are constants.

22. Apply Ito lemma on Yt and find expected value of Yt by first take integral
Wt
where Yt = µWt + te , Wt is a Brownian motion and µ and are constants.

23. Apply Ito lemma on Yt and find expected value of Yt by first take integral
where Yt = µWt + et Wt
, Wt is a Brownian motion and µ and are constants.

24. Apply Ito lemma on Yt and find expected value of Yt by first take integral
Wt
where Yt = tµWt + e , Wt is a Brownian motion and µ and are constants.