Suppose {Sn}n0 is a symmetric random walk, > 0, and let Xn = X0*exp(Sn) , n = 1,2,..., where X0 > 0. (a) Show that {Xn} is a submartingale. (b) Calculate its Doob decomposition. (c) What should be the probability p of the up-move of the walk for the process {Xn} to become a martingale?