I want the step by step answer.

When the following distribution is given: the researcher does not know this distributional condition but wants to estimate the parameters by supposing the following model assumption: Y|X ~ N[ ax + B.X, o? ]. That is, a,, B., and of are the parameters desired by the researcher. Given this, answer the following questions. 1 Derive the marginal distribution of X. 2 Obtain the conditional distribution of Y on X and from this identify the unknown parameters. 3 Now suppose that the researcher wants to estimates the unknown parameters by the MLE. Provide the formula of the MLE. 4 Obtain the asymptotic distribution of the MLE estimator. (Hint: the parameters in the asymptotic distribution can be numerically determined.)