"Assume zero rates and no dividends. TSLA 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 buy$/$sell is for $1$ share. Write profit in integer$)"$