Q5 24 Points Consider a finite one-period financial model with trading times {0, 1} and sample space = {w, w}. Let V1,..., V" denote securities whose payments at time 1 are given by V (wi)={ 1 i=j 0 ij j=1,...,n. The prices of these securities at time 0 are given in the model and are denoted V,..., V. (a) Explain why this model is complete. (b) Find the price of a zero coupon bond with expiration date T = 1 and face value F = 1 in terms of V,..., V (c) Show that the risk neutral probability measure for this model, P. is given by P(wi)= V = + V for i=1,..., n.