Suppose that X0, X1, X2, . . . is a Markmr chain with three states (called a, b, and c} and transition matrix 1j3 2,3 0 IF = 1/2 114 1/4 . lj 1f3 1/2 In the above matrix, the rst row oorresponds to state a, the second row corresponds to state b, and the third rows.r corresponds to state 6. Suppose that P(X0 = o} 2 3H, P(X = b) = U, P(X0 = c) = 1/4. ( points} Suppose we earn r(X,,} in periods 1: = ID, 1, 2, 3, 4, . .. where r01} = 2, rw) = 4, and e) = . P(r(X1} + 111(2): 3 | X0 = b) =