Question 12 10 points Save 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 $120 and $119, respectively. There is an arbitrage and you can lock in an arbitrage profit by call (""buy" or "''selli'), put ("buy" or "selli'), 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)" A Moving to another question will save this response. >>