Consider the following model with two assets and three states, and suppose that r = 0%. n 1 2 Sn(0) Sn(1, wi) Sn(1,w2) Sn(1, W3) 3 3 4. 2 9 8 11 5 Show that there exists a portfolio H which is a sure-thing arbitrage and where H > 1 Vw. Write H in vector form. Assuming the asset prices are in USD construct a portfolio with a guaranteed profit of $100. Consider the following model with two assets and three states, and suppose that r = 0%. n 1 2 Sn(0) Sn(1, wi) Sn(1,w2) Sn(1, W3) 3 3 4. 2 9 8 11 5 Show that there exists a portfolio H which is a sure-thing arbitrage and where H > 1 Vw. Write H in vector form. Assuming the asset prices are in USD construct a portfolio with a guaranteed profit of $100