An investment company is studying the creation of a financial security that will bear the symbol CSI and will give right to a payment in one year of \$150 in the pessimistic scenario and \$260 in the optimistic scenario. The risk-free interest rate is 3\%. Consider the two financial stocks ATX and BLU whose prices in the absence of a learning opportunity are as follows: a) Is it possible to replicate CSI by combining ATX and BLU? (1 point) b) What is the price of CSI stock if there is no arbitrage opportunity? (1 point) An investment company is studying the creation of a financial security that will bear the symbol CSI and will give right to a payment in one year of \$150 in the pessimistic scenario and \$260 in the optimistic scenario. The risk-free interest rate is 3\%. Consider the two financial stocks ATX and BLU whose prices in the absence of a learning opportunity are as follows: a) Is it possible to replicate CSI by combining ATX and BLU? (1 point) b) What is the price of CSI stock if there is no arbitrage opportunity? (1 point)