4. (4 marks) Let (1, F, {Ft}te[0,7), P) be a filtered probability space over a finite time interval [0,7). Also, let {W}}te[0,1] be a standard Brownian motion defined on this filtered probability space. Consider a stochastic process {X}}te(0.7) where X = aW+#$(-1), a > 0. For a fixed te [0, T), is the random variable X+ adapted to Ft and square-integrable? Mathematically justify your answer. 4. (4 marks) Let (1, F, {Ft}te[0,7), P) be a filtered probability space over a finite time interval [0,7). Also, let {W}}te[0,1] be a standard Brownian motion defined on this filtered probability space. Consider a stochastic process {X}}te(0.7) where X = aW+#$(-1), a > 0. For a fixed te [0, T), is the random variable X+ adapted to Ft and square-integrable? Mathematically justify your