3. { 2U points] {:1} {1|} points] For a call option with strike price K on stock 3? EllGW that Sn - e'rTK E r: , where r is the riskfree rate, and T is time to maturity [in years} {b} {1E1I points] Suppose the volatility er of the stock gets larger and larger. What is the theoretical value of the option in the limit? Prove your