4) Consider two securities that pay risk-free cash flows over the next two years and that have the current market prices shown here: a. What is the no-arbitrage price of a security that pays cash flows of $200 in one year and $600 in two years? b. What is the no-arbitrage price of a security that pays cash flows of $400 in one year and $1200 in two years? c. Suppose a security with cash flows of $100 in one year and $600 in two years is trading for a price of $350. What arbitrage opportunity is available