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Statistics problem

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Statistics problem

Let X1 and X2 be two random variables such that the conditional distribution and means exist. Show that:
(a) E(X1+X2|X2) = E(X1|X2) + X2.
(b) E(u(X2)|X2) = u(X2).

my doubt is: in part (a) is E(X1+X2|X2) same as E[(X1+X2)|X2] or is it E[X1+(X2|X2)] ??

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"You don't have to believe in God, but you should believe in The Book." -Paul Erdős

Amit Goyal

Re: Statistics problem

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E[(X1+X2)|X2]