Hello tutors. Help me solve these questions.

A student has said: "If you want to find the variance of X = B(s) + B(), where s 0 can be expressed as { +/2 + 2 min(.(2). [2] [Total 6](i) Write down a formula for E (el) where X" - N(1,o') and, by differentiating, or otherwise, derive an expression for E( Xe). [2] (ii) Show that: X, = (B, - ar)e"B, batt is a martingale, where B, is a standard Brownian motion, and a is an arbitrary constant. You may assume that E X, <.>