Suppose that today security A is presently trading for 84.74. You decide to purchase 1,300 shares. Security B is presently trading for 89.79, and you decide to short 1,500 shares. Suppose you have an IMR of 50% and an MM of 25%. Interest on any borrowed funds will be charged 4.01% APR, monthly compounding, and you intend to utilize your margin to capacity. There is no brokerage fee to short, and you do not earn any interest on cash deposited. All your accounts are aggregated. Suppose exactly 3 months from now you notice that Security A was trading at 86.50 but you did not know the price of Security B. At what price would Security B have to trade