Consider an investor living in a simple, two-period economy under uncertainty represented by two possible states of the world. Suppose that two assets are traded with the following returns matrix: [1221]. The assets have the same equilibrium prices given by 1.5 and the investor decides that it is optimal for him to hold a porfolio given by (1,3). Given the information above, suppose now that the same investor is presented with a different matrix of assets' returns. This new matrix is given by: [2213]. (a) Compute the portfolio the investor will select. (b) At which prices will these assets trade? (c) Compute the risk neutral probabilities and discount factor for such an economy. Consider an investor living in a simple, two-period economy under uncertainty represented by two possible states of the world. Suppose that two assets are traded with the following returns matrix: [1221]. The assets have the same equilibrium prices given by 1.5 and the investor decides that it is optimal for him to hold a porfolio given by (1,3). Given the information above, suppose now that the same investor is presented with a different matrix of assets' returns. This new matrix is given by: [2213]. (a) Compute the portfolio the investor will select. (b) At which prices will these assets trade? (c) Compute the risk neutral probabilities and discount factor for such an economy