A discrete$-$time financial market has two risky assets. The returns of the assets are denoted by $S_1$ and $S_2$ respectively. The current prices of the assets in the market are $70$ and $90$ respectively and that the current bond yields in this market is $14\%.$ Suppose that the returns of the assets in the following scenarios are:

$\backslash$table$[[$Scenario$,$Probability,$S_1,$Probability,$S_2$