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Q4) (0.3%) Consider the one-period trinomial model: the stock price St,t{0,T} can take three values: 4;3;1. Assume that a stock price starts at 2 at time 0 . Assume the interest rate r=0. Show that there is an infinite number of risk-neutral probability measures for this stock. Describe all these measures. Is this market complete? Q4) (0.3%) Consider the one-period trinomial model: the stock price St,t{0,T} can take three values: 4;3;1. Assume that a stock price starts at 2 at time 0 . Assume the interest rate r=0. Show that there is an infinite number of risk-neutral probability measures for this stock. Describe all these measures. Is this market complete