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10. [10] Prove the following proposition: If a nonnegative local martingale X satisfies EXT = Xo, then X is in fact a martingale over [0,

10. [10] Prove the following proposition: If a nonnegative local martingale X satisfies EXT = Xo, then X is in fact a martingale over [0, T]. (Of course, TE (0, co).)

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