Question: 3. Let X = sin(Bt), t > 0. (a) Find EX; for t = 1 and t = 2. %3D (b) Find a function

3. Let X = sin(Bt), t > 0. (a) Find EX; for

3. Let X = sin(Bt), t > 0. (a) Find EX; for t = 1 and t = 2. %3D (b) Find a function g(x) such that the process Mt = Xt - S g(Bs)ds is a martingale. %3D

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