n=N-1 Let ( An),1=0 be an adapted stochastic process in the N-period model, and let Xo E R. Given that the discounted stock price process is a Martingale process under the risk-neutral measure, show that the process (v" X,) is a risk-neutral Martingale, where the process is defined recursively by the formula Xn+1 = (1 + r) (Xn - AnS,) + AnSn+1. Make sure to carefully and explicitly write out how you are using mathematical induction for this