Consider a one-period market, with ={1,2,3}, interest rate r=101, and one risky asset S1={S1(t)}t=0,1 with prices given by S1(0)=555,S1(1)=5335221033 a (weight 10p) Find all risk neutral measures in this market. Is this market arbitrage-free? Justify your answer. b (weight 10p ) Find all contingent claims X=(X1,X2,X3)T that are attainable in this market. Is this market complete? Justify your answer. c (weight 10p) Compute the arbritrage-free price (or prices) for the contingent claims X=(1,5,2)T and Y=(6,2,0)T