=+Take 0 =2r, and note that OW, - - 02, is then 2rb if the exit is

Question:

=+Take 0 =2r, and note that OW, - - 02, is then 2rb if the exit is above

(probability p

(a,

b, r)) and -2ra if the exit is below (probability 1 -p

(a,

b, r)).

Deduce 1- 22ra p

(a,

b, r) - 2rb _ e -2ra

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