Today's price of Stock A equals $$90.$ A call option is written on this stock, the strike price of which equals $$100($Let us name this call option Call A$).$

Now there are two derivative contracts written on Call A$,$ namely Contract L and Contract H$.$ Contract L pays $$1$ if the price of Call A is lower than $$3,$ and Contract H pays $$1$ if the price of Call A is higher than $$3.$

Assume that the risk$-$free rate is $4\%.$ If the market price of Contrat H is $$0\mathrm{.}2,$ what is the no$-$arbitrage price of Contract L$?$