Question 1. Suppose the prices of the assets S1 and S2 are given by Se = Sy0e\w; -02/2}+oW, for j = 1, 2. = 2 Suppose that Mi > M2. Construct a portfolio consisting of positions in Sy and S2 such that the initial investment is 0, but it will always give a positive profit in the future. Question 1. Suppose the prices of the assets S1 and S2 are given by Se = Sy0e\w; -02/2}+oW, for j = 1, 2. = 2 Suppose that Mi > M2. Construct a portfolio consisting of positions in Sy and S2 such that the initial investment is 0, but it will always give a positive profit in the future