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5. Consider a finance economy with S = 2 and T = 1 and two assets. Security 1 pays 3 GBP is state s =
5. Consider a finance economy with S = 2 and T = 1 and two assets. Security 1 pays 3 GBP is state s = 1 and 1 GBP in state s = 2. Security 2 pays 2 GBP in state s = 1 and nothing in state s = 2. The price of security j=1 is 5 GBP and the price of security j = 2 is 1 GBP. What are the AD state prices? 6. For a finance economy with T = 1 and S = 2 the asset matrix is given by A= 1 1 2 0 1 5. Consider a finance economy with S = 2 and T = 1 and two assets. Security 1 pays 3 GBP is state s = 1 and 1 GBP in state s = 2. Security 2 pays 2 GBP in state s = 1 and nothing in state s = 2. The price of security j=1 is 5 GBP and the price of security j = 2 is 1 GBP. What are the AD state prices? 6. For a finance economy with T = 1 and S = 2 the asset matrix is given by A= 1 1 2 0 1 5. Consider a finance economy with S = 2 and T = 1 and two assets. Security 1 pays 3 GBP is state s = 1 and 1 GBP in state s = 2. Security 2 pays 2 GBP in state s = 1 and nothing in state s = 2. The price of security j=1 is 5 GBP and the price of security j = 2 is 1 GBP. What are the AD state prices? 6. For a finance economy with T = 1 and S = 2 the asset matrix is given by A= 1 1 2 0 1 5. Consider a finance economy with S = 2 and T = 1 and two assets. Security 1 pays 3 GBP is state s = 1 and 1 GBP in state s = 2. Security 2 pays 2 GBP in state s = 1 and nothing in state s = 2. The price of security j=1 is 5 GBP and the price of security j = 2 is 1 GBP. What are the AD state prices? 6. For a finance economy with T = 1 and S = 2 the asset matrix is given by A= 1 1 2 0 1
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