Consider the Markov chain with three states S={1,2,3} that has the state transition diagram is shown in Figure Suppose P(X1=3)=1/4 a. Find the state transition matrix for this chain. b. Find P(X1=3,X2=2,X3=1) c. Find P(X1=3,X3=1) 3: Consider the Markov chain with three states S=1,2.3 that has the state transition diagram is shown in Figure Suppose P(Xi=3)=1/4 a. Find the state transition matrix for this chain. b.Find P(X=3,X=2,X3=1) c.Find P(X1=3,X3=1)