Consider the standard Brownian motion {B(t), t≥ 0}. Calculate the following. You may express your answer in terms of the Þ. (a) probability that the value of the process is more than 3 at time 2 (b) probability that the value of the process is more than 3 at time 2 given that its value at time 1 is 2 (c) probability that the first time the process hits 3 is within the first 2 units of time (d) probability that the process exceeds 3 in the first 2 units of time (e) probability that the process hits -2 before hitting 1, given that it hits -1 before it hit -2

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