Consider a one-period economy with 3 states of nature. There are two assets
whose dividends are given by D1 = (64, 16, 4) and D2 = (0, 0, 1). The prices in
period 0 of those assets are P1 = 32 and P2 = 1. Define the spot value in any event
in period 1 of an asset with dividend d in this event to be simply d.
(1) You are asked to find the dividend vectors and the prices of the following
assets by no-arbitrage conditions.
(a) Asset A, defined as “one unit of this asset confers the right to buy one
unit of Asset 1 at 75% of its spot value.”
(b) Asset B, defined as “one unit of this asset confers the right to buy one
unit of Asset 1 at 75% of its spot value, provided that the spot value
is at least 10.”
(2) Consider Asset C, defined as “one unit of this asset confers the right to buy
one unit of Asset 1 at 75% of its spot value, provided that the spot value is
at least 19.” Argue that this asset cannot be priced by arbitrage with the
available primary assets.
(3) How would your answer in (2) differ if you were given an additional risk-free
asset whose price is 1?

希望大家帮我解答一下，我不太会做。谢谢