8. (Total: 12 points) Assume the Black-Scholes framework. Determine with reasons whether each of the following statements is true. (a) (4 points) The price of a European call option becomes more sensitive to stock price changes as the current stock price increases, holding everything else constant. (b) (4 points) The price of a European put option becomes more sensitive to stock price changes as the current stock price increases, holding everything else constant (c) (4 points) The delta of a European call option becomes more sensitive to stock price changes as the current stock price increases, holding everything else constant