Asset 1: Floored Put on Asset 3 Formula: H1 = max (X1 - S13, 0) - max (X2 - S13, 0)

Asset 2: unidentified

Asset 3: unidentified

Comparing the diagrams for Asset 1 and Asset 3 with the ones in the "PAT In Two-Asset Environment" section we notice that this is the same case. The payoff for Asset 2, which is financially equivalent to the other two payoffs, is an alternate payoff providing an absolutely identical financial risk/reward scenario.