a. Let c=s. Does e satisfy the Black-Scholes differential equation? b. Suppose the volatility for a stock goes to zero, i.e. 0 +0. It means the stock is riskless and must earn the risk free interest rate. Therefore, at expiration time of a call option, Sr = Soe". What is the value of the call option at time zero (now)? c. What is the result obtained by the Black-Scholes model for the situation in (b)? a. Let c=s. Does e satisfy the Black-Scholes differential equation? b. Suppose the volatility for a stock goes to zero, i.e. 0 +0. It means the stock is riskless and must earn the risk free interest rate. Therefore, at expiration time of a call option, Sr = Soe". What is the value of the call option at time zero (now)? c. What is the result obtained by the Black-Scholes model for the situation in (b)