11. How does the Black-Scholes model account for the risk associated with holding an option position? a) b) c) d) (A) By assuming the underlying asset price follows a geometric Brownian motion. (B) By incorporating the risk-free rate into the option pricing formula. (C) The Black-Scholes model does not account for the risk of holding the option. (D) By adjusting the strike price of the option. (E) By assuming a constant volatility throughout the option's life.