= Solution
Condition (i) says that each discounted risky price $X^i$ is an integrable $\mathbb Q$-martingale. For a bounded predictable risky holding process $\theta$, self-financing gives the <discounted wealth equation in discrete time>
$$
V_t=V_0+\sum_{s=1}^t
\theta_s\mathbin{\cdot}(X_s-X_{s-1}).
$$
Each increment is integrable and
$$
\mathbb E_{\mathbb Q}[
\theta_s\mathbin{\cdot}(X_s-X_{s-1})
\mid\mathcal F_{s-1}]
=\theta_s\mathbin{\cdot}
\mathbb E_{\mathbb Q}[X_s-X_{s-1}\mid\mathcal F_{s-1}]
=0.
$$
Hence $V$ is a $\mathbb Q$-martingale, proving \b[(i) $\Rightarrow$ (ii)].
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