"Assume zero rates and no dividends. TSLA stock price is traded at $$450,$ and $1-$year TSLA call at $K=400$ is traded at $$48.$ There is an arbitrage and you can lock in an

arbitrage profit by

$1$ call $("\text{'}$buy$"\text{'}"$ or $"\text{'}$sell$"\text{'})$ and

$1$ forward $("\text{'}$buy$"\text{'}"$ or $"\text{'}$sell$"\text{'})$ 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$)"$