Q: Consider a simple economy described by a single-period model with three states. There are three Arrow-Debreu securities of the type described in section 3.1.3, with prices 0.30, 0.30, and 0.35. There is also a risk-free security that pays 1 in each of the three states and sells at moment t = 0 for 0.90. Construct an arbitrage strategy in this economy.