哪位高人帮我看看这个题怎么做，我之前在澳洲没上过高数。所以一看到这种题就发懵。 谁能帮帮我，十分感谢
The company plans to produce 1000000 oz of gold every 6 months for the next 2 years. Assume the gold is sold at the end of each half year.
The gold sales are made in $US. The company’s revenues are therefore subject to two separate market risks: the USD/AUD exchange rate, and the $US gold price.

suppose that Z1(t) and Z2(t) are Brownian motions with a correlation between increments over the same time interval given by correlation[{Z1(t)- Z1(s)}, { Z2(t)- Z2(s)} ]=p

But where increments over different (non overlapping) time intervals are independent. ie correlation [{Z1(T)- Z1(S)}, { Z2(t)- Z2(s)} ]=0 if the intervals (S,T) and (s,t) don’t overlap

Show that
αZ1(t) +βZ2(t) behaves like a Brownian motion αZ1(t) +βZ2(t)=УZ3(t)
Where У^2= α^2 +β^2 +2αβ
Hints: consider the properties of Brownian motion ( start at zero, independent increment. Zero mean, variance = t at time t and so on, check that the sum αZ1(t) +βZ2(t) has these properties.)