Hello, I really need this answer quickly with an explanation, thank you so much! I need to calculate the expected value of the sum of the discounted costs (this is from stochastic processes)

Problem 5 Suppose an asset manager needs to liquidate a large stock position, namely Q shares of stock. The market for this particular stock is not particularly competitive, so that dumping a large position of stock now would price the price downward. To avoid this, the asset manager decides to sell his stock piecemeal, according to the following strategy: he sells a quantity Q /N of stock at every time T3,, that the market moves up by $1 (compared to the previous sale, namely Tk_1) for k = 1, .., N. Suppose that: P(Tk+1 _ Tk = mlTOI "'er) : Pu _ p)m1 Every sale of Q stocks results in trading costs of $0. The interest rate is r. The discounted value of the cost of trading at time k is thus: C}; = 66er a) Calculate the expected value of the sum of the discounted costs, namely: N Em = BIZ 0k] k=1 b) Why is this not a good model of stock prices? What would you add to it (no analysis necessary, we'll discuss better models later)? Hint for part (a): observe that, for any I: # i , the increment Tk+1 T1, is independent from the increment T,\" Ti. (We say that 1",- has independent increments)