I'I'UULUIII an). Consider a market model with two stocks, a money market account and four possible states of the world: 9 = {w1,w2,w3,w4}. The risk free interest rate is equal to r = 20%. Prices of both stocks at time t = 0 are equal to 1. The prices at time t = 1 are given by the following table: c Find the set of risk neutral probability measures. c Find the set of attainable contingent claims for the model