Consider three securities that pay risk-free cash flows over the next three years and that have the current market prices shown here: Security Name Price Today ($) | Cash Flow in Cash Flow in Cash Flow in One Year ($) Two Years ($) Three Years ($) B1 B2 B3 $93.72 1000 0 $86. 690 1000 $399.13 | 00500 | 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 $100 in one year and $500 in two years. The current no-arbitrage price of Security B4 is: $ (round your answer to two decimal places)