A product of independent mean-one factors is a martingale

Suppose $\{y_n\}$ are independent random variables taking values $\frac12$ and $\frac32$ with probability $\frac12$ each. Let $X_n=y_1y_2\cdots y_n$ and $F_n=\sigma\{y_1,\dots,y_n\}$. Then $E(X_{n+1}\mid F_n)$ will almost surely be equal to: