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1. A one-period arbitrage-free model has three assets with the following price evolution: 4 30 = (6,3,18) and 31(9) = 1, 15 , 2 Nil-l}- 00 Where a is a real number. In addition, a European call option on asset 1 with a strike pr of 3 has a price of 3. (a) Compute the state-price vector for this security model. (b) Determine the value of a. (c) The price of a European call option on asset 3 is 6. Find its strike price