Consider an economy with 3 assets and 2 states of nature. Asset 1 is a risk-free bond which has unitary price at time t=0. Assume the risk-free rate of interest is 5% per year. The price of Asset 2, a stock, is £50 at time t=0 and the price of Asset 2 is estimated to be either £58 or £48 in 1 year. The price of Asset 3, a call option on the stock, is unknown at time t=0. This call has a strike of K=52 and maturity in 1 year. Provide the mathematical formulation of the no-arbitrage theorem in this case.