Problem 4.1 (10 points) The unit price of a certain commodity evolves randomly from day to day with a general downward drift but with an occasional upward jump when some unforeseen event excites the markets. Long term records suggest that, independently of the past, the daily price increases by a dollar with probability 0.45, declines by 2 dollars with probability 0.5, but jumps up to 10 dollars with probability 0.05. Let Co denote the price today and Cn the price n days into the future. How does the probability P[C Co] behave as no?