stock trading at the price of $90 today. 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. Maturity date is 1 year. Contract A is currently trading at a price of $4. What is the no-arbitrage price of Contract B? Now Contract C paying $2 if the stock price is below $100 in one year. What is the no-arbitrage price of Contract C? Now Contract D paying $2 if the stock price is below $90 in one year. no-arbitrage price of Contract D? Now contract E paying $10 if the stock price is above $120 in one year. possible no-arbitrage price of Contract E?