Consider two securities that pay risk-free cash flows over the next two years and that have the current market prices shown here: (Click on the following copy its contents into a spreadsheet.) Price Today Cash Flow in One Year Cash Flow in Two Years B1 $188 $200 B2 $168 $200 a. What is the no-arbitrage price of a security that pays cash flows of $200 in one year and $200 in two years? b. What is the no-arbitrage price of a security that pays cash flows of $200 in one year and $600 in two years? c. Suppose a security with cash flows of $100 in one year and $200 in two years is trading for a price of $260. What arbitrage opportunity is available? a. What is the no-arbitrage price of a security that pays cash flows of $200 in one year and $200 in two years? The no-arbitrage price is $ (Round to the nearest dollar.)