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 100 0 0 B2 $93.90 $87.02 $401.36 0 100 0 B3 0 0 500 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)