I'm wondering why this is true: $\langle W_1,W_2\rangle_t = \rho t$.
Where $W_1$ and $W_2$ are standard Brownian Motion.
I know that $\langle W_1,W_2\rangle_t = 0.5\big[ \langle W_1 + W_2 \rangle - \langle W_1 \rangle_t - \langle W_2 \rangle_t \big]$.
But I'm not sure how to progress from here.