Consider a world with two states of nature. You have the following term structure of interest rates over two periods: r' =11.1111, r; = 25.0000, r = 13.2277, r2 = 21.2678 where the subscript denotes the state at the beginning of period 1, and the superscript 1 denotes the period. For instance is the price at state j at the beginning of period 1 (1+r) of a riskless asset paying 1 two periods later. Construct the stationary (same every period) Arrow-Debreu state price matrix. Consider a world with two states of nature. You have the following term structure of interest rates over two periods: r' =11.1111, r; = 25.0000, r = 13.2277, r2 = 21.2678 where the subscript denotes the state at the beginning of period 1, and the superscript 1 denotes the period. For instance is the price at state j at the beginning of period 1 (1+r) of a riskless asset paying 1 two periods later. Construct the stationary (same every period) Arrow-Debreu state price matrix