2. Consider the single-period market model M= (B, S1, S2) with three states of nature N = {W1,W2, W3}. Let the interest rate be r = to Stock prices at time t = 0 are given by So = 1 and S7 = 2. Random stock prices at time t = 1 are given by the following table wi W2 W3 Si 1 1 1 S; 1 le Use the FTAP to investigate whether this market model admits an arbitrage oppor- tunity. 2. Consider the single-period market model M= (B, S1, S2) with three states of nature N = {W1,W2, W3}. Let the interest rate be r = to Stock prices at time t = 0 are given by So = 1 and S7 = 2. Random stock prices at time t = 1 are given by the following table wi W2 W3 Si 1 1 1 S; 1 le Use the FTAP to investigate whether this market model admits an arbitrage oppor- tunity