Hello all, I have a bit of a problem at the moment solving this task. I done half of it already, just can solve it for the other half. Hope u can help! Thanks =)

Let where all are independent with distribution, find a relation such that r can be expressed in terms of

Here's my working out so far:

Def of a martingale:

Hence:

Now because where

That becomes:

From that point im not too sure what to do. If anyone can help me or tell me what to do would be much appreciated. Thanks.