(1) Consider the following one-period trinomial market model: the risk-free rate is 0 (so: a dollar at the initial time is still worth just a dollar at the final time T); and a single stock is available, with initial price 80 and three possible prices at the final time T: the price can go up to 80(1+), it can remain at so, or it can go down to so (1-e) (a) The risk-neutral probabilities form a line segment in R3. Identify this line segment by (b) Consider a call option with maturity T and strike K = so, what is the set of possible (c) Same question as (b), but for a put option with maturity T and strike K = 80. (here 0