# One-Period Binomial Model

So, I'm required to consider the one-period Binomial market model for a particular question. We're told that the savings account is \$1 at time 0 and \$β at time 1. The stock price is given by S0 = 1 and S1 = ξ where ξ is a random variable taking two possible values u and d, each with positive probability. It is assumed that 0 < d < β < u.

How can I prove or disprove whether this model has arbitrage opportunities?