Question 23 4 pts Two securities, B1 and B2 are trading in the economy and their payoff structure and prices are given in the above. Suppose that annualized continuously compounded interest rate is r, and time to maturity is T. Suppose that there exists a derivative security that pays $2 in the "up" state and $1 in the "down" state. What is the price of the security? 1.8 1.4 0.9 1.2