15 points each: Consider the Black-Scholes call price C(S0,T;K,)=S0(d+)KerT(d), where d=Tlog(Ks0)+(r22)T. a) Explain what happens when 0. Give both the financial intuition and the mathematical verification. The latter means that you need to compute lim0C(S0,T;K,) b) Explain also what happens in this case to and . Again, give both the financial intuition and the mathematical verification