BIC / MLE of estimators

Let X1, ..., Xn be IID observations, and let X = (X1 + . . + Xn) be the sample mean. Consider the two models Mo : X1, . .., Xn ~ N(0, 1), M1 : X1, . .., Xn ~ N(0, 1), 0ER. Suppose that we choose a model to maximize BIC = 1 - log n, where ( is the log-likelihood at the MLE and d is the number of parameters. Let Bo and B1 be the BIC scores for Mo and M1, respectively. (1) Write down the formulas for Bo and B1. (2) Show that B1