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COMPUTE E(Xt) and VAR(Xt).
E(Xt)=0 and VAR(Xt)=(1/3) t^3
E(Xt)=0 and VAR(Xt)=1.
E(Xt)=0 and VAR(Xt)=t
E(Xt)=1 and VAR(Xt)=t.
E(Xt)=0 and VAR(Xt)=t^2
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