Consider a one step binomial market with two underlying stocks X, Y and a risk free asset. it is assumed ( for simplicity) that the risk free rate is zero. At time t = 1, the market can be in two states: u and d. It is known that :X 0 = 100, X u = 120, X d = 90. the stock Y pays continuous dividends at rate such that e = 1.05, Y u = 30, Y d = 45 and Y 0 = 42. Consider the following contract; "Deliver one share of X and one share of Y at time 1, against payment of 145". Can this contract be fairly priced? If yes explain carefully why and compute the fair price. If no, explain carefully why not.