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In the 2nd edition: E(X_n^2) = T^2 + 2*(T^2/n^2)

This should be T^2 + 2*(T^2/n)

Solution to exercise 5.14

d((e^(alpha*t))*X_t) = e^(alpha*t)[alpha*beta + sigma*dW_t]

This should be

d((e^(alpha*t))*X_t) = e^(alpha*t)[alpha*beta *dt+ sigma*dW_t]