(1) Let X have N(0, 1) distribution, call it P. Let Y = X + 2. Find the probability measure Q so that Y has N(0, 1) distribution under Q. Give the derivative dQ/dP. Give the distribution of X under Q (2) Let Bu, t 2 0, be Brownian motion started at 0 under probability P. Let Xt = 2B, +4t. Give he probability measure Q so that X, is a martingale on [0, T]. 'Specify the derivative dQ/dP