PLEASE ANSWER (C) AND (D)

An investment company is studying the creation of a financial security that will bear the symbol CSI and will give right to a payment in one year of $150 in the pessimistic scenario and \$260 in the optimistic scenario. The risk-free interest rate is 3%. Consider the two financial stocks ATX and BLU whose prices in the absence of a learning opportunity are as follows: c) If the probability of realization of the pessimistic scenario is 40% and that of the optimistic scenario is 60%. What is the expected return on the CSI asset? What is the risk premium? (1) point) d) If the risk premium of CSI stock is 0.75%, is there an arbitrage opportunity? ( 2 points) An investment company is studying the creation of a financial security that will bear the symbol CSI and will give right to a payment in one year of $150 in the pessimistic scenario and \$260 in the optimistic scenario. The risk-free interest rate is 3%. Consider the two financial stocks ATX and BLU whose prices in the absence of a learning opportunity are as follows: c) If the probability of realization of the pessimistic scenario is 40% and that of the optimistic scenario is 60%. What is the expected return on the CSI asset? What is the risk premium? (1) point) d) If the risk premium of CSI stock is 0.75%, is there an arbitrage opportunity? ( 2 points)