Let={1,2,3,4,5}

F=2

F₀={,}

F₁=({{1,4},{2,3,5}}) andF₂=F

Consider the stochastic process X={X₀,X₁,X₂} with

X₀()=0, X₁(1)=3, X₁(3)=-7

X₂()=5

If Xis adapted to the given filtration, what is

X₁(4)+X₁(2)