In this problem, you will apply the principle of no-arbitrage to compute security prices. Recall that, the price of an asset that yields payoffs $x1,$x2,,$xn at times t+1,t+ 2,,t+n can be written as P=Zt,t+1x1+Zt,t+2x2++Zt,t+nxn. 1. Suppose that at time t, the price of a security that pays $1 at time t+ is Zt,t+. Assume you are able to observe these prices for all >0. What is the price of a security that pays $3 at time t+2,$5 at time t+7, and $1 at time t+10 ? Express your answer in terms of the prices Zt,t+