please answer it QA AND QB step by step

a. In the following market, decide whether there are any arbitrage opportunities and, if there are, identify one by constructing a Type I or Type II arbitrage portfolio x. If there is no arbitrage, provide a vector of strictly positive state prices consistent with the the Law of One Price and the payoff matrix and price vector of the basis assets: Payoff matrix is A=210111311 and price vector is S=10.751.5. b. Let the payoff matrix be A=101321 and the prices S=[12]. What is the no-arbitrage price of the security with payoff b=541? a. In the following market, decide whether there are any arbitrage opportunities and, if there are, identify one by constructing a Type I or Type II arbitrage portfolio x. If there is no arbitrage, provide a vector of strictly positive state prices consistent with the the Law of One Price and the payoff matrix and price vector of the basis assets: Payoff matrix is A=210111311 and price vector is S=10.751.5. b. Let the payoff matrix be A=101321 and the prices S=[12]. What is the no-arbitrage price of the security with payoff b=541