There are two future states and two securities with the associated payments matrix (states \\( \\mathrm{x} \\) securities) \\[ \\mathrm{Q}=([8,2],[2,8]) \\text { ' } \\] The first security current arbitrage-free price is 4.5 and the second security current arbitrage-free price is 4.7. Compute the discount factor (round your answer to 2 decimal points if necessary). Hint: the calculations do not require matrix inverse