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Consider an economy with three assets and two dates (t=0,1) and three states at l=1. Let 1 2 3 1.4 X: 2 1 4 p: 1.8 1 3 1 133 be the matrix of asset payoffs at t=1 and p the vector of asset prices at t=0. Suppose p3= . (a) Is there an arbitrage? (b) If yes, nd an arbitrage portfolio Suppose p3=1.2. (c) Does an arbitrage portfolio exist? ((1) Can you create a portfolio with payoff of (120, 190, 220) at t=1 and what is the t=0 price of such a portfolio? (e) Determine the (implicit) risk free rate in this economy