1. Consider a general one-period asset pricing model with the following information: Si (0) = 5, S2(0) = 10, r = 0.2. 1 ) I f derivative X with time I payoff X( I , ai)-S2(1 , ?)-S i ( l, ?), ai 62, compute the price of X at time 0 with the risk-free asset and the two risky assets S and S2 2) Is the market arbitrage free? Is the market complete