Please help me to solve this finance question

You are given the following information about the security market: i). There are two stocks, X and Y, which do not pay dividend within two years. ii) The annualized (discrete-compound) risk-free rate is 10%. in) There are three possible states for the prices of X and Y one year from now "state" "1" " "3" stock X 200 stock Y 10 10 50 10 400 Consider two forward contracts whose delivery dates are one year from now: the forward price of the contract on X is $110, and the forward price of the contract on Y is $132. a) Use X, Y, and the risk-free borrowing or saving to replicate the payoff of the portfolio on the delivery date: short TWO forward contracts on X, and long one forward contract on Y. (10 points) b) Suppose there are no arbitrage opportunities, what are the current prices of stocks X and Y. (10 points) You are given the following information about the security market: i). There are two stocks, X and Y, which do not pay dividend within two years. ii) The annualized (discrete-compound) risk-free rate is 10%. in) There are three possible states for the prices of X and Y one year from now "state" "1" " "3" stock X 200 stock Y 10 10 50 10 400 Consider two forward contracts whose delivery dates are one year from now: the forward price of the contract on X is $110, and the forward price of the contract on Y is $132. a) Use X, Y, and the risk-free borrowing or saving to replicate the payoff of the portfolio on the delivery date: short TWO forward contracts on X, and long one forward contract on Y. (10 points) b) Suppose there are no arbitrage opportunities, what are the current prices of stocks X and Y. (10 points)