6. True or False (with brief justification): (a) Assume R = 0. The value process of a general (path-dependent or independent) American option is a martingale. (b) Assume R = 0. The value process of a path-dependent european option is a martingale. (c) Supppose the underlying stock doesn't pay dividends. The optimal exercise time of an American call option on this stock is either at expiration or never. 6. True or False (with brief justification): (a) Assume R = 0. The value process of a general (path-dependent or independent) American option is a martingale. (b) Assume R = 0. The value process of a path-dependent european option is a martingale. (c) Supppose the underlying stock doesn't pay dividends. The optimal exercise time of an American call option on this stock is either at expiration or never