15. In a two-period market with state space a risky asset S at times t = 0, t = 1 and t = = {W1, W2, W3, WA, W5} the possible prices of 2 are shown in the figure below: S₂ = 10 S₁ = 8 S₂ = 8 So = 5 S₂ = 5 S₁ = 3 S2 = 8 S₂ Calculate the filtration generated by the price of S. - ૩૩૩ WA 2 W5
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