Given the one- and the payoff Ru that period market (with riskfree rader =0) [-1.0 -15] M: 140 143 2 140 4 # [X(1)(cm), X(1)(u), X(1)(w)] = [1 2 1], the minimum-cat strategy b) 0 = 2 e) none of the other orsuers is corred. (2) Given the One-perial market (with riskpree rate r=0) M' -2 -0.5 140 12 2 140 0 1 143 0 with objective probability mosses P(wi) = = = P(W) == P(w;) : , the mo arbitrage price of the payast 4 (1) = max (3(1), 344) + 1) + B(1) is such that. * a) 0