How would I derive the variance of $\int_{t=0}^T \sqrt{|B(t)|}$ $dB(t)$ ? **Update**: I'm new to stochastic integrals and a little confused. Is it correct that I get the variance from: $$Var(X)=E(X^2

How would I derive the variance of $\int_{t=0}^T \sqrt{|B(t)|}$ $dB(t)$ ?

**Update**:

I'm new to stochastic integrals and a little confused.

Is it correct that I get the variance from:

$$Var(X)=E(X^2)-[E(X)]^2$$ and what is $X$ equal to from the equation?

Furthermore, what do I use to go about calculating the expectation in each case?

For $E(X^2)$, would I use ito's isometry? And what for $[E(X)]^2$?