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Assume zero rates and no dividends. TSLA stock price is traded at $ 4 5 0 , and 1 - year TSLA call at K

"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 ("'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)"
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