(q, q2) for the (ii) (a 3 pts) Calculate the Risk Neutral probability a market M So = (1,b)t where a > b >c> 0. = [1 ] 2 (b 3 pts) Show that the market in (iia) is arbitrage free. (q, q2) for the (ii) (a 3 pts) Calculate the Risk Neutral probability a market M So = (1,b)t where a > b >c> 0. = [1 ] 2 (b 3 pts) Show that the market in (iia) is arbitrage free