Question: i 2 / 2 AL Problem 4 [15 points]: Consider a process {V} with V = II X2, where {Xi, i = 1, 2,...}

i 2 / 2 AL Problem 4 [15 points]: Consider a process

i 2 / 2 AL Problem 4 [15 points]: Consider a process {V} with V = II X2, where {Xi, i = 1, 2,...} are i.i.d. Normal with mean = and variance = 0.25 [ i.e. X,~N(u, 0.25)]. Suppose {V} [i.e. is a martingale. What is/are the possible value(s) of ?

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