Its quite simple

You can either construct the portfolio by fai1-fai2+eB or fai2-fai1+eB, so you can get the result.

According to theorem 2.1, I guess it says like this: For no-arbitrage, a portfolio with positive payoff at T, should have a positive present value at time t. Otherwise, there is an arbitrage opportunity. So either one will have a positive value at time t. You get the result.

Thinks a lot !!!