Question: pls solve this question correctly in 10 min i will give u like for sure (1) Let X have N(0, 1) distribution, call it P.

pls solve this question correctly in 10 min i will give u like for sure

pls solve this question correctly in 10 min i will give u

(1) Let X have N(0, 1) distribution, call it P. Let Y = X + 2. Find the probability measure Q 80 that Y has N (0, 1) distribution under Q. Give the derivative dQ/dP. Give the distribution of X under Q. (2) Let 3:, t z 0, be Brownian motion started at 0 under probability P. Let X; = 2B+4t. Give he probability measure Q so that X; is e martingale on [0.1"]. Specify the derivative dQ/dP

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