Let $X$ and $Y$ i.i.d standardized normally distributed random variables. Calculate the conditional expectation of : $$ \mathbb{E}[(X+Y)^{3} | \mathscr{G}] $$ where $\mathscr{G} = \sigma(X)$ ($\sigma$-field generated from $X$) **Proposal** $$X,Y \sim N(0,1)$$ now using $(a+b)^3 = a^3+3a^2b+3ab^2+b^3$ we have : \begin{align*} \mathbb{E}[(X+Y)^3| \mathscr{G}] &=\mathbb{E}[X^3+3X^2Y+3XY^2+Y^3|\mathscr{G} ] \\ &= \mathbb{E}[X^3|\mathscr{G}] +\mathbb{E}[3X^2Y|\mathscr{G}]+3\mathbb{E}[XY^2|\mathscr{G}]+\mathbb{E}[Y^3|\mathscr{G}] \end{align*} But how can I proceed further?Am I right so far ?