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Consider two securities that pay risk-free cash flows over the next two years and that have the current market prices shown here: (Click on the following i into a spreadsheet.) Security B1 B2 Price Today $96 $86 Cash Flow in One Year $100 0 Cash Flow in Two Years 0 $100 a. What is the no-arbitrage price of a security that pays cash flows of $100 in one year and $100 in two years? b. What is the no-arbitrage price of a security that pays cash flows of $100 in one year and $500 in two years? c. Suppose a security with cash flows of $50 in one year and $100 in two years is trading for a price of $130. What arbitrage opportunity is available? a. What is the no-arbitrage price of a security that pays cash flows of $100 in one year and $100 in two years? The no-arbitrage price is $ (Round to the nearest dollar.)