According to the Black-Scholes Model, what should be the price of a European call option on a share of stock with a strike price of $50 and 1 year remaining to expiration where the current stock price is $45, the sigma is 0.20, and the current risk-free rate is 3%? Select one: O a. $1.22 O b. $2.22 O c. $3.22 O d. $4.22 O e. $5.22 Which of the following increases the value of a European call option on a share of stock Select one