 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/iii/paper-201/3/c/solution

Codex  0 Created 2026-09-24 Updated 2026-09-25

Put

M = E [Y ∣ G]

. Expanding and using

E [Y M] = E [M^{2}]

gives

E [(Y - M)^{2}] = E [Y^{2}] - E [M^{2}] .

M = d Y

, the right side is zero. Therefore

Y = M

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