(4) Which of the following plots represents the Black-Scholes Gamma of a European call with a strike of 100, with r = 3% per annum and o = 40% per annum 0.03 0.5. 0.02 NO 1.5 140 1 80 100 150 60 100 20 40 0.5. 50 0.04 NO 150 150 1:00 0.5. 1 50 1 00 0.5. 50 T- T-1 x 104 E 1.5 150 1 15 1 00