Wald's Identity: Expected Sums at Random Stopping Times

(a) A die is rolled repeatedly. You stop when the cumulative sum first exceeds 100. Let $N$ be the number of rolls and $S_N$ the final sum. Using Wald's identity, find $E[S_N]$ and $E[N]$. (b) A trader makes independent trades with profit per trade $X_i \sim N(2, 100)$ (mean $\$2$, SD $\$10$). They stop after $N$ trades, where $N$ is a stopping time with $E[N] = 50$. What is the expected total profit? (c) Why does Wald's identity *not* require $N$ to be independent of the $X_i$'s? What condition does $N$ need to satisfy?