7. ( 6.3) With respect to the Black-Scholes formula to price the option, which of the following statement is incorrect A B C D E NE 250331 The price of the option will be different if the striking price is different NE 250331 250331 The price of the call and put for the same strike and expiration is related RE 1360331 ME 1360331 Black-Scholes is based on the Brownian Motion and Wiener processes 360331 ENE 211360331 050331 1360331 The price of the option will change along the time TETRE The volatility used for pricing the option can be retrieved from historical stock return information 11360331 Esta 211360331 OME 711360331 DNE 11360331 AME 11360331 211360331