"Assume zero rates and no dividends. TSAL $1-$year forward price is quoted at $$450,$ and $1-$year TSLA call and put at K$=450$ are quoted at $$118$ and $$120,$ respectively. There is an arbitrage and you can lock in an arbitrage profit by $\_\_\_\_\_\_\_\_\_$

call $(""$buy$""$ or $""$sell$""),\_\_\_\_\_\_\_\_\_\_$

put $(""$buy$""$ or $""$sell$""),$ and $\_\_\_\_\_\_\_\_\_$

forward $(""$long$""$ or $""$short$"")$ all at K$=450$ and $1-$year expiry. The trade will lock you in an arbitrage profit of $\_\_\_\_\_\_\_\_\_\_$

dollars with no future exposure. $($Assume each buy$/$sell is for $1$ share. Write profit in integer$)"$