Define the following terms with respect to a portfolio consisting of r

t

$$

units of the risky asset, S

t

$$

$,$ and f

t

$$

units of the risk$-$free asset, B

t

$$

: $($i$)$ Arbitrage. $[2$ Marks$]($ii$)$ A complete market. $[2$ Marks$].($iii$)$ A self$-$financing trading strategy