"Assume zero rates and no dividends. TSAL $1-$year forward price is quoted at $$450,$ and $1-$year TSLA call and put at $K=450$ are quoted at $$120$ and $$119,$ respectively.

There is an arbitrage and you can lock in an arbitrage profit by

call $("\text{'}$buy$"\text{'}"$ or $"\text{'}$sell$"\text{'}),$

put $("\text{'}$buy$"\text{'}"$ or $"\text{'}$sell$"\text{'}),$ and

forward $("\text{'}$long$"\text{'}"$ or $"\text{'}$short$"\text{'})$ 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$)"$