Given a stochastic process $\{X(t), t > 0\}$, defined by $X(t) = At + B$ with two random variables $A$ and $B$ which are independent normally distributed random variables with mean $0$ and variance $\sigma^2$, and some $t$ in $[0,1]$, what is the expected value of $max_{(t \in [0,1])}\{|X(t)|\}$?
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