Let T = 2, d= 1 and 12 = {a,b,c,d), P=(8 ++8+82) and w (X (w), X (w)) (Xyw), X}(w)) (X, X}(w)) Hw) (1, 12) (1,18) (1,36) 6 (1,12) (1,18) (1,9) 1 (1.12) (1,9) (1,12) (1.12) (1,9) (1,8) 4 Assume that F is the natural filtration of X given by F = {0,12}, F = {0, 12, {a,b}, {s, d}} and F2 = o({X0, X1, X2}) = 22 1. Show that the market is complete. 2. Find the unique no-arbitrage price of H. 3. Construct a replicating strategy for H. Let T = 2, d= 1 and 12 = {a,b,c,d), P=(8 ++8+82) and w (X (w), X (w)) (Xyw), X}(w)) (X, X}(w)) Hw) (1, 12) (1,18) (1,36) 6 (1,12) (1,18) (1,9) 1 (1.12) (1,9) (1,12) (1.12) (1,9) (1,8) 4 Assume that F is the natural filtration of X given by F = {0,12}, F = {0, 12, {a,b}, {s, d}} and F2 = o({X0, X1, X2}) = 22 1. Show that the market is complete. 2. Find the unique no-arbitrage price of H. 3. Construct a replicating strategy for H