Can someone help me with these questions?

Please solve them without using excel if possible...

all investors in the market: 4. Consider the following risk-free securities available to buy or sell to Cash flow (t-2) Cash flow (t-3) Price (t-0) 185 Cash flow (t-1) 200 0 Security 0 50 0 100 0 0 220 1,100 180 1,080 100 What is the replicating portfolio for security B? (the number of shares of the other assets, ASSUME YOU CAN BUY/SHORT FRACTIONS OF EACH SECURITY) What is the no-arbitrage price of asset B? If security B is observed to be trading for $45 but all the other prices stayed the same, how would take advantage of this arbitrage opportunity and how much arbitrage profit would you make for every share of security B you trade in? a. b. c