Consider a rational risk-averse investor with utility u(c)=lnc and =0.8 who lives for two periods t=0,1. In period t=0, she invests in a stock priced at S0. Her consumption in period zero is c0=1,000. There are four possible states of nature at t=1, occurring with probability ps for s=1,2,3,4. State-contingent consumption and the stock prices are the following: (a) Solve for the equilibrium stock price S0. (b) Find the Arrow price and the risk-neutral probability for state one