"Assume zero interest rates and no dividends. The $1-$year TSLA call option at $K=400$ is priced at $$140.$ and the $1-$year TSLA put option at the same strike is priced at $$88.($i$)$ Based on put$-$call parity, infer the $1-$year forward price on TSLA

What is the present value of a $1-$year forward on TSLA with delivery price of $400?$

$($value for one share,

not $100$ shares$)($iii$)$ What's the intrinsic value and time value of the call option? $($iv$)$ What is the intrinsic value which option is in$-$the$-$money? 'answer $""$call$""$ or $""$put$"").$ Give all numeric answers in integers."