"Assume zero rates and no other costs or benefits, gold spot is $$1900,$ and a broker is quoting you a $1-$year forward price on gold at $$2000.$ You can lock in an arbitrage profit by

$(""$long$""$ or $""$short$"")\_\_\_\_\_\_\_\_\_$ the forward at K$=2000$ and

$(""$buy$""$ or $""$sell$"")\_\_\_\_\_\_\_\_\_\_\_\_$the gold on the spot market with bank financing $($either borrow from bank or save money to bank$)$ today. This will lock in a profit of $\_\_\_\_\_\_\_\_\_$

dollars $($ use integer$)$ at $1-$year expiry per each unit $(""$share$"")$ of gold you trade."