How to find arbitrage in a one period binomial model?

Here is the setup: one period binomial model The market has three assets: bank account $B$ , asset $S$ , and asset $K$ $r = 0$ , so payoff for asset invested at bank at any $t$ is $1$ $S_0 = 100, S_u = 120$ and $S_d = 80.$ $K_0 = 10, K_u = 15$ and $K_d = 5$ Lets say $K_u$ is different and I want to find a type 1 (type A) arbitrage . How can I do this? I know that there are certain conditions for type 1, $V_0=0, p(V_t \ge 0) = 1$ and $p(V_T > 0)$ So $V_T = a + b K_T + c S_T$ $V_0 = a + b K_0 + c S_0 = a + 10b + 100c$ So what does it mean to "find" a type 1 arbitrage? Does it mean to construct a portfolio? So am I finding the values of $a,b,c$ ? I can let $V_0 = 0$ , so this is one equation and I guess I need $V_T$ (up and down case) to be $V_T \ge 0$ ? But in this case my up case for K_T is some deterministic $x \ne 15$ . How do I formulate this problem? Does this approach make sense? Am I understanding the problem?