Let X1,X2,… be i.i.d.\ with P(Xi=1)=21 and P(Xi=0)=21. Define the geometric-mean-like quantity
Yn=(i=1∏n(1+Xi))1/n.
(a) Find limn→∞Yn almost surely.
(b) For n=200, use the CLT to approximate P(Y200>1.45).
You may use: ln2≈0.6931, Φ(1.02)≈0.8461.