Assume zero rates and no dividends. TSAL stock price is traded at $450, and 1-year TSLA call at K=400 is traded at $49. There is an arbitrage and you can lock in an arbitrage profit by 1 call ("buy" or "sell'') and 1 forward (""buy" or "''sell") both at K-400 and 1-year expiry on TSLA. The trade will lock you in an arbitrage profit of dollars, and also leave you with a non-negative payoff 1 year later. (Assume each puy/sell is for 1 share. Write profit in integer)