I am stuck on these two problems.

5. Consider a complete one-period model with 2 = {w1, W2, W3, w4} and let Vi, V2, V3, and V4 denote the Arrow-Debru securities with payment functions 1 w = wi vi (w ) = low * wit Assume that the initial prices of these securities are Vol = $0.38, V2 = $0.095, V3 = $0.19, VA = $0.285. (a) Find the arbitrage-free price Wo of the derivative security W with payment function W1 given by WI(W1) = 14, W1(W2) = 3, WI(w3) = 0, W1(WA ) = -6. (b) Determine the interest rate r. 6. Consider a one-period model with $ = {w1, W2, . . ., WN}. Let Vi, V2, ..., VN denote the Arrow-Debru securities which make payments Vi(w) = 1 w = Wi 10 w / Wi Assume that the prices Val, V2, ..., VON of the Arrow-Debru securities at time t = 0 are known. (a) Let Vi P ( wi ) = Vi + V2 + ... + V. N. gives a risk-neutral probability measure P. (b) Is this the only risk-neutral probability measure in this model, or could there be others