(b) (4 pt) Prove that if a random variable sequence {Xn}N=1 is obtained by taking Xn E[Y] Fn] where Fn is the set of all information available in the N period Binomial price model after the n th coin toss, then it is a Martingale with respect to the same probability distribution of the conditional expectations. (b) (4 pt) Prove that if a random variable sequence {Xn}N=1 is obtained by taking Xn E[Y] Fn] where Fn is the set of all information available in the N period Binomial price model after the n th coin toss, then it is a Martingale with respect to the same probability distribution of the conditional expectations