Question $1$

Consider a two period case where we have three nodes n$0,0,$n$1,0,$n$1,1$n$0,0,$n$1,0,$n$1,1-$ if we know the state price of node n$1,0$n$1,0$ to be e$1,0$e$1,0$ and of node n$1,1$n$1,1$ to be e$1,1$e$1,1.$ What can say about the price at time t$=0$t$=0$ of a security that pays S$1,0$S$1,0$ at n$1,0$n$1,0$ and S$1,1$S$1,1$ at n$1,1$n$1,1?$ Denote this price as PP$.$

P$=$S$1,0$e$1,0$P$=$S$1,0$e$1,0$

P$=$S$1,1$e$1,1$P$=$S$1,1$e$1,1$

P$=$S$1,1$e$1,1+$S$1,0$e$1,0$P$=$S$1,1$e$1,1+$S$1,0$e$1,0$

We cannot determine PP