"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

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

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