5. (a) Consider a single-period financial market model with two basic assets. The prices of the assets at time 0 and at time 1 are as follows: p= -A 2 and [1 1 1 a= 8 6 3 Is this model arbitrage-free? Explain your reason clearly by checking the existence of the vector of sta prices in this model and make use of the first fundamental theorem of asset pricing. 5. (a) Consider a single-period financial market model with two basic assets. The prices of the assets at time 0 and at time 1 are as follows: p= -A 2 and [1 1 1 a= 8 6 3 Is this model arbitrage-free? Explain your reason clearly by checking the existence of the vector of sta prices in this model and make use of the first fundamental theorem of asset pricing