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Please asnwer the following question. 4 Let X1, X2 be P-integrable random variables, defined on (0, F, P) and G C F be a sub-o-algebra.

Please asnwer the following question.

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4 Let X1, X2 be P-integrable random variables, defined on (0, F, P) and G C F be a sub-o-algebra. Let Y, and Y2 be versions of E[X,|9] and E[X2|9], respectively. Show that (i) Yi+ Y2 is a version of E[X, + X2|9]; (ii) if P(X]

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