2. [10 Points] (The Markov Property) Construct a Markov chain {Xnn>0} with four states {1,2,3,4} satisfying that for some value n 1 (pick any time you wish) P(X3=4X2 {1,3}, X = 2, X = 1) P (X3 = 4|X = {1,3}). Explain why this does NOT contradict the Markov property. Hint: Think of a simple example in which you can clearly see that one side is larger than the other, you don't have to compute the probabilities exactly.