= Solution
An <equivalent martingale measure> is a <probability measure> $Q$ equivalent to the objective measure $P$, meaning the two have exactly the same null events, under which the discounted stock $\widetilde S_t=S_t/B_t$ is a <martingale>. In this one-period model the condition is
$$
\boxed{\mathbb E_Q[S_1/B_1\mid\mathcal F_0]=S_0/B_0,\qquad Q\sim P.}
$$
The discounted <bank account> is identically one. <Integrability> of the discounted stock is part of the <martingale> condition. In an augmented market the discounted price of every additional asset must satisfy the same condition.
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