"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 $"\text{'}$buy$"\text{'}"$ or $"\text{'}"$sell$"\text{'}"[$a$]$ a call, $"\text{'}"$buy$"\text{'}"$ or $"\text{'}"$sell$"\text{'}[$b$]$ a put, and $"\text{'}$long$"\text{'}"$ or

$"\text{'}$short$"\text{'}[$c$]$ the forward all at $K=80$ and the same expiry T$.$ How much will be the arbitrage profit in US dollar? $($in integers $)[$d$]"$

Specified Answer for: a sell

Specified Answer for: b buy

Specified Answer for: c long

Specified Answer for: d $1$