please provide answer.

"Assume zero rates and no dividends. TSAL 1-year forward price is quoted at $450, and 1-year TSLA call and put at K=450 are quoted at $118 and $120, respectively. There is an arbitrage and you can lock in an arbitrage profit by call (""buy"" or ""sell"'), put (""buy"" or ""sell""), and forward ("'long"" or ""short"") all at K=450 and 1-year expiry. The trade will lock you in an arbitrage profit of dollars with no future exposure. (Assume each buy/sell is for 1 share. Write profit in integer)