please answer question 4 a and b thank you

Assume that there are two possible future states of the economy: weak and strong. Two securities, A and B, are available for trading. Prices (at = 0) and future payoffs (at t-1) In both states are given In the following table: Assume that both states are equally likelly (50% chance of each). Answer the following questions. There is another security, call it C, whose payoff at t=1 is equal to $200 in the weak state and $200 in the strong state. Find the no-arbitrage Price (at t = 0) of security What is the risk free rate of return in this economy