Hi, this is financial stochastic calculus, thanks in advance !

7. Suppose that in the binomial market model of single period m=(b, s), there is a contingent X = h(S1) = Si = What is the unarbitrage price of x at claim x, the reward can meet the reward of time 0? Why? 7. Suppose that in the binomial market model of single period m=(b, s), there is a contingent X = h(S1) = Si = What is the unarbitrage price of x at claim x, the reward can meet the reward of time 0? Why