Imagine that there are 2 securities trading. The first pays $1 in 6 months if Manchester United win the English Premier League (which, of course, we all know will happen). The second pays $1 in 6 months if Manchester United do not win the Premier League. The prices of these 2 securities are $0.8 and $0.18, respectively. If it costs $0.01 to buy or sell each of the Manchester United securities, what restrictions does the no arbitrage condition put on the price of a 6-month zero coupon bond