Let (Nt,t 2 0) be a Poisson process of parameter A > 0. Define the continuous-time Markov chain (Xt, t 2 0) by letting Xt = (-1), for t > 0. Find the transition probabilities of (Xt, t > 0) (i.e. paj(t), for i, j = -1, 1 and t > 0)