Stuck on this problem

6. Consider a one-period model with S = {w1, w2, ...,WN}. Let VI, V2, ..., VN denote the Arrow-Debru securities which make payments Vi(w ) = 1 W = Wi 0 w / wi Assume that the prices Vol, V2, ..., Vo of the Arrow-Debru securities at time t = 0 are known. (a Let Vo P ( wi ) = Vi + V 3 + ... + VON gives a risk-neutral probability measure P. (b) Is this the only risk-neutral probability measure in this model, or could there be others