Variance of the integral of a positive, one-dimensional random walk

Question

I am new to stochastic calculus and need to understand how to calculate the variance of the integral of a random walk from 0 to L that is positive over that entire domain. I write the integral as $Z(L) = \int_{0}^{L}W_{s}ds$ and in this case, I have determined that $E[Z(L)] = \frac{\sqrt{\pi}}{3}L^{3/2}$. How does the requirement that the random walk always be positive change the calculation of the variance of the integrated random walk? Thanks!