Please give the detailed process and calculation. Thanks a lot.

You are an investor with log utility and subjective discount factor equal to / 0.98. Your current wealth (i.e., consumption) is $1000, but its future level (at t=1) is uncertain and depends on the state of the economy. There is a 40% chance (i.e. actual probability) of an economic recession, in which case your wealth (i.e., consumption) will fall to $900. Otherwise, the economy will be in expansion and your wealth will increase to $1 100. A) Calculate the stochastic discount factor (SDF) for the two states of the economy at t=1, denoted by m(R) and m(E) for recession and expansion, respectively. (5 points) B) If markets are complete, calculate the two state (Arrow-Debreu) prices, denoted by q(R) and q(E) for recession and expansion, respectively. (5 points) C) Determine the risk-neutral probabilities of being in recession and expansion, respectively denoted by a*(R) and *(E). Compare the risk-neutral and actual (physical) probabilities and interpret the difference. (5 points)D) Consider an asset that pays $10 in recession and $20 in expansion. Compute the price you would be willing to pay for this asset. (5 points) E) What would be the price of this asset under risk-neutrality? What is the economic intuition for the difference? (5 points) F) What is the level of the risk-free rate in this economy? (Hint: compute the risk- free rate from the Arrow-Debreu prices). (5 points)