please provide answers.

"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)