Q5 and Q6

QUESTION 5 "Assume zero rates and no dividends, the forward price is $100. How to make an arbitrage trade if the call (at K=100) is quoted at $101 ? ""buy"" or ""sell"" the call at K=100 for and ""buy"" or ""sell"" the forward at K=0 for This allows you to net dollar today with no future liability." QUESTION 6 "Assume zero rates and no dividends, the forward price is $100. How to make an arbitrage trade if the call (at K=80) is quoted at $19 ? Answer: ""buy"" or ""sell" the call at K=80 for and ""buy"" or ""sell"" the forward at K=80 for . This allows you to net dollar today and with non-negative future payoffs