According to the binomial option pricing model, which of the following factors would tend to raise the value of a European call option, all else being equal?

I. Increase in the probability of an upward movement in the stock price

II$.$ Increase in the riskless rate of interest

IlI. Increase in the expected return on the stock

IV$.$ Higher current stock price

A$)$ I, II$,$ and IV only

B$)$ I, I, and IV only

C$)$ Il and IV only

D$)$ I and IV only