Where xt is an exponential wiener processa calculate the

Question

Consider 
Where Xt is an exponential Wiener process:
(a) Calculate the expected value of the increment dZ(t).
(b) Is Zt a martingale?
(c) Calculate E[Zt]. How would you change the definition of Xt to make Zt a martingale?
(d) How would E[Zt] then change?
Z(t) = e-rtXt, 
Xt = cWt.