Sorry for an image instead of mathjax, I'm running short on time. I'm having trouble getting this problem. I know that I should end up having something like $f(B(t))=\sqrt{\frac{4}{t\pi}}$ for inside the integral. I know that we should let f(B(t)) converge to it's riemann integral, but I don't know how the mean goes from being 0 (std. integral of brownian motion) to the answer given (which is changed by adding the $\sqrt{s}$ to the equation.
For reference, I've gotten the equation reduced to E($\sum_{i=0}^{n-1}f(B(\frac{si}{n}))\frac{\sqrt{s}}{n})$. I don't know where to go from here.