"Assume zero rates and no dividends, the forward price is $100. If the call and the put (at K=80 and same T) are quoted at $26 and $5, respectively. There is an arbitrage and you can lock in an arbitrage profit by buy/Sell? call, buy/sell? put, and buy/sell? forward all at K-80 and expiry (Please write ""buy" or "sell"'). How much will be the arbitrage profit in US dollar?? (Please write the answer in integers)" "Assume zero rates and no dividends, the forward price is $100. If the call and the put (at K=80 and same T) are quoted at $26 and $5, respectively. There is an arbitrage and you can lock in an arbitrage profit by buy/Sell? call, buy/sell? put, and buy/sell? forward all at K-80 and expiry (Please write ""buy" or "sell"'). How much will be the arbitrage profit in US dollar?? (Please write the answer in integers)