answer with explanation

In the following questions, let Bt denote a Brownian motion with Bo = 0. Define a stochastic process Xn, n = 0, 1, 2, ... by Xn = Bn^2. For example, X1 = B1, X2 = B4, X3 = Bg and so on. a. Compute the distribution X1 + X2 + X3. b. Let F, be the information generated by (X1, ..., Xn). Is (X) a random walk? Is (Xn) a martingale with respect to (F)? Justify your answer. c. Find with proof a deterministic function f(n) such that Mn = X,2 - f(n) is a martingale with respect to (Fn)