Suppose that Xo, X1, X2,... is a Markov chain with three states (called a, b, and c) and transition matrix 1/3 2/3 0 P = 1/2 1/4 1/4 1/6 1/3 1/2 In the above matrix, the first row corresponds to state a, the second row corresponds to state b, and the third row corresponds to state c. Suppose that P(Xo = a) = 3/4, P(Xo = b) = 0, P(Xo = c) = 1/4. (6 points) P(X1 = b|Xo = X2) =