In this problem you will use the simple binomial approximation of Brownian motion to help understand Girsanov's theorem. Consider a simple binary random variable x = { x/d_t with probability 0.5 + [1(dt)n/2 \\/E with probability 0.5 p.(dt)n/2 (a) For this Brownian motion with drift to have a drift term of order dt, what must n be? (Hint: Compute the mean of X and choose n so that the mean is of order dt.) (b) Given that you computed n corrected from part (a), compute the variance of X. (c) Can you use the results of (a) and (b) to argue that an equivalent change of measure will change the mean of a Brownian motion, but not the instantaneous variance