2. Consider the single-period market model M=(B,S1,S2) with three states of nature ={1,2,3}. Let the interest rate be r=101. Stock prices at time t=0 are given by S01=1 and S02=2. Random stock prices at time t=1 are given by the following table Does this market model admit an arbitrage opportunity? Explain your answer. 2. Consider the single-period market model M=(B,S1,S2) with three states of nature ={1,2,3}. Let the interest rate be r=101. Stock prices at time t=0 are given by S01=1 and S02=2. Random stock prices at time t=1 are given by the following table Does this market model admit an arbitrage opportunity? Explain your