>>330
(1) E(X(t)) = 0
V(X(t)) = E({X(t) - X(0)}^2) - E({X(t) - X(0)})^2 = t

(2) Cov(X(t),X(s)) = E(X(t)X(s)) - E(X(t))E(X(s))
= E(X(t)(X(s)-X(t)) + X(t)^2) - 0
= E(X(t))E(X(s)-X(t)) + E(X(t)^2)
= 0 + V(X(t))
= t