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Let d > 2 be a natural number, and let (12,F,P,7,S) be an arbitrage-free one-period market model with d risky assets (and as usual one risk-free asset with interest rate r). Which of the following statements is NOT true? Select one: a. Suppose a derivative C is added to the market, which is given by the formula C := IT-S;. Then the extended market model with Sa#1 :=C and Td41 := 11-0 Ti is also arbitrage-free. O b. If P!: F [0, 1] is another probability measure with PP', then (12, F,P',7,5) is also an arbitrage- free market model. O c. If one of the risky assets is removed from the model, the resulting one-period model stays arbitrage- free. O d. Suppose a derivative C is added to the market, which is given by the formula C := ol; S, for some arbitrary but fixed real numbers l; > 0. Then the extended market model with Sd+1:=C and Td+1 := o di Ti is also arbitrage-free. Let d > 2 be a natural number, and let (12,F,P,7,S) be an arbitrage-free one-period market model with d risky assets (and as usual one risk-free asset with interest rate r). Which of the following statements is NOT true? Select one: a. Suppose a derivative C is added to the market, which is given by the formula C := IT-S;. Then the extended market model with Sa#1 :=C and Td41 := 11-0 Ti is also arbitrage-free. O b. If P!: F [0, 1] is another probability measure with PP', then (12, F,P',7,5) is also an arbitrage- free market model. O c. If one of the risky assets is removed from the model, the resulting one-period model stays arbitrage- free. O d. Suppose a derivative C is added to the market, which is given by the formula C := ol; S, for some arbitrary but fixed real numbers l; > 0. Then the extended market model with Sd+1:=C and Td+1 := o di Ti is also arbitrage-free