Write down a formula for (ar) where X-N(4.0) and, by differentiating. or otherwise, derive an expression for E(Xeax). (ii) Show that: [2] X =(B, -at)e-, is a martingale, where B, is a standard Brownian motion, and a is an arbitrary constant. You may assume that E[X] < [5] [Total 7] Let B, (120) be a standard Brownian motion process starting with B=0. Show that, when s