Solution
= Solution
If $\mathbb P(X_{T-1}<0)>0$, the second term in the identity of part c is positive, so $\mathbb P(\xi>0)>0$.
= Solution
If $\mathbb P(X_{T-1}<0)>0$, the second term in the identity of part c is positive, so $\mathbb P(\xi>0)>0$.