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Consider three securities that pay risk-free cash flows over the next three years and that have the current market prices shown here: Calculate the no-arbitrage

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Consider three securities that pay risk-free cash flows over the next three years and that have the current market prices shown here: 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)

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