The yield curve is flat at $0\%.$ Consider the following financial assets :

$-$ A share of Company A$.$ Company A will not pay dividends for the next two years. Today's price of the share is S$0=94.$

$-$ A European put option on one share of company A$,$ maturity $1$ year and strike price of $100.$ Today the premium for this option is P$0=20$

$-$ A European call option on one share of company A$,$ maturity $1$ year and strike price of $100.$ Today the premium for this option is C$0=94-80$

$-$ Convertible Bond B which is a $1-$year maturity zero$-$coupon bond with face value of N$=100.$ Bond B has been issued by Company A and at maturity the bond holder can choose between receiving the bond face value of $100,$ or converting the bond into one share of $1$ stock A$.$

What is the no arbitrage price of the convertible Bond B$?$