I am trying to calculate the Radon-Nikodym derivative, $\frac{dP*}{dP}$, given $\{W_t,0\leq t\leq 3\}$ with $W_0=0$ being a Brownian motion under probability measure $P$, and $W_t^*=W_t+.04t$ being a Brownian motion under probability measure $P^*$. I am given the discrete values of $W_t$, which are $W_1=-0.23, W_2=0.35,W_3=0.71$
In the previous part, I derived the explicit formula for the Radon-Nikodym derivative, however it was in terms of stochastic integrals and I'm not sure how to go about calculating the explicit value of the derivative. I know I can easily plug in the values of $W_t$ to get the values of $W_t^*$, but I don't really have an idea on where to go next.