6 Let 12 = {w1, W2, W3}, F = 232, and P be a probability measure on (12, F) with P({Wi}) > 0, i = 1, 2, 3. On (12, F, P), we consider a one-period market model with interest rate r = 0 and two risky assets Sl and S2. The asset sl satisfies #1 = 4, st(wi) = 1, st(w2) = 3, and st(W3) = 5. The asset S2 is a call on sl with strike K = 4, i.e., S2 = (S1 4)+. (i) Find the set U of all prices 7? ER such that our market model becomes arbitrage-free. (ii) Given a price vector 1 = (1,4, 12) with 72 EU, specify a risk-neutral probability measure on (12, F) that is equivalent to P. 6 Let 12 = {w1, W2, W3}, F = 232, and P be a probability measure on (12, F) with P({Wi}) > 0, i = 1, 2, 3. On (12, F, P), we consider a one-period market model with interest rate r = 0 and two risky assets Sl and S2. The asset sl satisfies #1 = 4, st(wi) = 1, st(w2) = 3, and st(W3) = 5. The asset S2 is a call on sl with strike K = 4, i.e., S2 = (S1 4)+. (i) Find the set U of all prices 7? ER such that our market model becomes arbitrage-free. (ii) Given a price vector 1 = (1,4, 12) with 72 EU, specify a risk-neutral probability measure on (12, F) that is equivalent to P