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Consider the market given by the following matrix and price vector: Y = [ 1 0 5 2 0 1 1 1 5 8 ]

Consider the market given by the following matrix and price vector:
Y=[1052011158]=[147.5]
Verify that the vector of state prices [0.4-0.50.5-0.5]is compatible with No Arbitrage for somevalues of and specify which values of .
2.Compute the minimum and maximum prices (compatible with NA) of the call and of the put option on the second asset with strike price 9
3. Suppose we introduce in the market a new asset with payos [587] at the price 6. What is the resulting vector of state prices?

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