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6. Consider three assets paying as follows: (1) asset 1 is risky and pays 1 euro in states 1 and 3 but nothing in state

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6. Consider three assets paying as follows: (1) asset 1 is risky and pays 1 euro in states 1 and 3 but nothing in state 2 (2) asset 2 is risky and pays 1 euro in state 2 but nothing in states 1 and 3 (3) asset 3 is risk free, it pays 1 euro in all states of the world Are the prices q1 = 1 = 42 for assets 1 and 2, and q3 = 4 for asset 3 arbitrage-free? 6. Consider three assets paying as follows: (1) asset 1 is risky and pays 1 euro in states 1 and 3 but nothing in state 2 (2) asset 2 is risky and pays 1 euro in state 2 but nothing in states 1 and 3 (3) asset 3 is risk free, it pays 1 euro in all states of the world Are the prices q1 = 1 = 42 for assets 1 and 2, and q3 = 4 for asset 3 arbitrage-free

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