QUESTION 1 "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 $101? the call at K-100 for and the forward at K-0 for...

Extracted text: QUESTION 1 "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 $101? the call at K-100 for and the forward at K-0 for (Please write "sell or "buy" for the first and third blanks and integers for the second and fourth blanks)"