Part 1) Consider a stock trading at the price of $90 today. Also, assume that the one-year risk-free rate of return is 5%. There are two derivative contracts on the stock: Contract A pays $10 if the stock price is above $100 in one year, and Contract B pays $10 if the stock price is below $100 in one year. Note that both payments of $10 happen in one year (the maturity date). Contract A is currently trading at a price of $4. What is the no-arbitrage price of Contract B?

Part 2) Continuing the question above, now there is a Contract C paying $2 if the stock price is below $100 in one year. What is the no-arbitrage price of Contract C?