3. Let M(t) be a martingale, such that its quadratic variation is pt for a constant value p. For a non-random process A(t), we will define I(t) = A(u)dM(u) . Let A(t) = 13, and answer the following: (a) What is E[ 12 (t)]? (b) What is E[ 13(t) ]? (c) What is E[14(t)]? (d) Looking at your results from this problem, do you have evidence whether I (t) is normally distributed