3.3 In the Black-Scholes option pricing model, the following is NOT a risk factor, because it doesn't change over time: Price of the underlying b. a. Strike price of the option Interest rate Volatility of the underlying c. d. 3.4 In the Black-Scholes option-pricing model, if volatility increases, the value of a call option will increase but the value of the put option will decrease. (True / False)