Put-call parity violation with zero rates

Interest rates are zero. A stock trades at $10$. A European call and a European put on it, both struck at $4$ with the same expiry $T$, cost $4$ and $3$ respectively. Zero-coupon bonds paying $1$ at $T$ are also available, and you may go long or short anything.

Build the arbitrage, then report (number of shares) + (number of calls) + (number of puts) + (number of bonds), using negative numbers for short positions.

$3$. Parity requires $C-P = S-K = 6$ but the market has $C-P = 1$, so the call-minus-put is cheap. Buy one call, sell one put, short one share and buy four bonds: you collect $5$ today and the position is worth zero at expiry. The count is $-1+1-1+4 = 3$.