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4. (10 points) Let (2, F, (Ft)t>o, P) be a filtered probability space and let Z E LI(F). Let Xt = E[Z F.]. Show that

4. (10 points) Let (2, F, (Ft)t>o, P) be a filtered probability space and let Z E LI(F). Let Xt = E[Z F.]. Show that X is a uniformly integrable martingale with respect to the given filtration

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