Consider a one-period model with 12 = {1, 2, 3} and two risky assets S1, S2 whose with current prices are al 42 and 12 23 respectively. At time one, the price of Si is believed to be either S1 (1) = 44, S(2) = 43, or Si(3) = 40 while the price of S2 is believed to be either S2(1) = 27, S2 (2) = 22, or S2(3) = 20. Suppose that the risk-free interest rate is 3%. What is the unique risk-neutral probability measure Q in this situation? Select one: a. Q(1) = 0.63, Q(2) = 0.34, Q(3) = 0.03 b. Q(1) = 0.35, Q(2) = 0.62, Q(3) = 0.03 C. Q(1) = 0.35, Q(2) = 0.27, Q(3) = 0.38 d. Q(1) = 0.25, Q(2) = 0.62, Q(3) = 0.13 Consider a one-period model with 12 = {1, 2, 3} and two risky assets S1, S2 whose with current prices are al 42 and 12 23 respectively. At time one, the price of Si is believed to be either S1 (1) = 44, S(2) = 43, or Si(3) = 40 while the price of S2 is believed to be either S2(1) = 27, S2 (2) = 22, or S2(3) = 20. Suppose that the risk-free interest rate is 3%. What is the unique risk-neutral probability measure Q in this situation? Select one: a. Q(1) = 0.63, Q(2) = 0.34, Q(3) = 0.03 b. Q(1) = 0.35, Q(2) = 0.62, Q(3) = 0.03 C. Q(1) = 0.35, Q(2) = 0.27, Q(3) = 0.38 d. Q(1) = 0.25, Q(2) = 0.62, Q(3) = 0.13