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: Consider a binomial model of a two - asset market with corresponding values: A 0 = 1 0 Au = 1 5 Ad =

: Consider a binomial model of a two-asset market with corresponding values:
A0=10
Au =15
Ad =5
B0=11
Bu =15
Bd =5
and probability associated with the up state p in (0,1). Does this market admit arbitrage? If yes, construct an arbitrage portfolio.

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