Question: 2. Two securities offer returns in the three end-of-month states s = 1, 2, 3. At current prices, security 1 has the return vector (-1,

2. Two securities offer returns in the three end-of-month states s = 1, 2, 3. At current prices, security 1 has the return vector (-1, 2, 0)%; security 2 has the return vector (2, 2, -1)%. Is there an arbitrage opportunity
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