No sound on MacBook

I have just stumbled upon a MacBook that only plays sound when the headphones are connected. Any other time I attempt to turn the volume up or down the "no" circle with a line through it pops up.

I have tried:

1. Updating the software and firmware

2. Plugging headphones in and unplugging them

3. Deleting all sound and audio preferences in the Library

Looking for any help...

Thanks!