Question 1 7.5 points Save Answer 1 call "Assume zero rates and no dividends. TSAL stock price is traded at $450, and 1-year TSLA call at K-400 is traded at $48. There is an arbitrage and you can lock in an arbitrage profit by (""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 leave you with a non-negative payoff 1 year later. (Assume each buy/sell is for 1 share. Write profit in integer)" dollars, and also A Moving to another question will save this response. Question 1 of 15 > >>