Extra Credit Question Consider three securities that will pay risk-free cash flows over the next three years and that have the current market prices shown here: Security Name Price Today ($) Cash Flow in Cash Flow in Cash Flow in One Year (5) Two Years ($) Three Years ($) B1 $95.06 100 0 0 $89.17 0 100 0 B3 $416.27 0 0 500 Calculate the no-arbitrage price, or the price that eliminates any arbitrage opportunities, of a new security, B4, that pays risk-free cash flows of $500 in one year and $1,000 in three years. The current no-arbitrage price of Security B4 is: (round your answer to two decimal places)