Assume that the stock price for ABC follows a binomial lattice. Also assume that the lattice has a multiplicative structure. The stock moves up by a multiple of u=4/3 or down by a multiple of d=3/4, with equal probability. Let S₀=10 denote the initial value of the stock and S_n its value after n-steps. There is also a risk-free asset available with r_f=0.

For a one-period model (S₀ -> S₁), find the state prices _u and _d as well as the risk neutral probabilities q_u and q_d.