Spot The Arbitrage In A Price Set

In a one-period two-state world (states U and D) with risk-free rate 0, asset A pays {2,1} and trades at 1.4, asset B pays {1,3} and trades at 1.7. A bond paying {1,1} trades at 1. Do these three prices admit a strictly positive state-price vector, or is there an arbitrage? Report the state prices if they exist, otherwise state 'arbitrage'.