Hi, I've got this question regarding finance. Any help would be appreciated, thanks!

4. (a) Let (Be)te[0.7) denote standard Brownian motion over the interval [0,1]. And Xx = tB? - t? (1) Apply Ito's lemma to the stochastic process X, expressing your answer in its integral form. [40%] (ii) What evidence is there to decide whether the process X, is a martingale or not? (10%) (b) Show - using the conditional expectation definition of a martingale and the tower property of conditional expectation that the discrete time stochastic process given by Xe = 0 +1 With probability 0.4 X:-1 - X = -0.2 0.25,t> 0. -1 0.35 Is a discrete martingale with respect to {F;}te(0,1,2,3...), the filtration generated by X. [50%] (Total: 100%] 4. (a) Let (Be)te[0.7) denote standard Brownian motion over the interval [0,1]. And Xx = tB? - t? (1) Apply Ito's lemma to the stochastic process X, expressing your answer in its integral form. [40%] (ii) What evidence is there to decide whether the process X, is a martingale or not? (10%) (b) Show - using the conditional expectation definition of a martingale and the tower property of conditional expectation that the discrete time stochastic process given by Xe = 0 +1 With probability 0.4 X:-1 - X = -0.2 0.25,t> 0. -1 0.35 Is a discrete martingale with respect to {F;}te(0,1,2,3...), the filtration generated by X. [50%] (Total: 100%]