Solve the Following Steps Properly:

In what follows we let T > 0 and we consider a filtration (Ft)te[0,7] on [0,T] with Fo = {0,2} and a probability measure P on (N, FT). An (Ft) te[0,7]-adapted process (Mt) te[0,7] is called a (true) martingale on [0,7] if Text i) E[M]