I need to do the proof for the second condition but I'm not getting the right answer.

} is a martingale if

1) E[| |]<

2) E[ ] =

=

Suppose E[| |] < and E[ ]=1

Prove that } is a martingale

I can prove the first condition but for the second one I keep getting E[ ] = which is wrong. Can anyone shine a light on this problem? Thanks

(ps sorry for any bad use of LaTex, this is the first time I have used it!)