Imagine that there are 2 securities trading. The first pays $1 in 6 months if Juventus F.C. wins the European Champions League. The second pays $1 in 6 months if Juventus F.C. does NOT win the European Champions League. The current prices of these 2 securities are $0.80 and $0.18, respectively. Assuming no transaction costs for buying or selling any securities, what must be the price of a risk-free, 6-month, zero coupon bond with a face amount of $1,000? If it costs $0.01 to buy or sell each of the Juventus F.C. securities, what restrictions does the no arbitrage condition put on the price of a 6-month zero coupon bond