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Suppose that there are three market scenarios, and there are three basis assets with payoff matrix and price vector, A=100012222,S=112 a. Is the market in this model complete? b. What is the return on the riskless asset? c. Find all state prices which are consistent with A and S and the Law of One Price, and based on this finding decide whether there are any arbitrage opportunities. If there is an arbitrage, what type is it? d. If there is an arbitrage, find the arbitrage portfolio. Otherwise, find the risk-neutral probabilities. Suppose that there are three market scenarios, and there are three basis assets with payoff matrix and price vector, A=100012222,S=112 a. Is the market in this model complete? b. What is the return on the riskless asset? c. Find all state prices which are consistent with A and S and the Law of One Price, and based on this finding decide whether there are any arbitrage opportunities. If there is an arbitrage, what type is it? d. If there is an arbitrage, find the arbitrage portfolio. Otherwise, find the risk-neutral probabilities