both 1b and 1c, thanks

lb. (2 marks) Which of the following statements is NOT correct on a binomial tree. A. Some American put options can be optimally exercised prior to maturity. B. American call options on a non-dividend paying stock can be valued without solving for every node. C. Risk-neutral valuation and no-arbitrage arguments give the same option prices. D. The delta of an option does not change in time. E. None of the above. 1c. (2 marks) The Gamma of European put option on a non-dividend-paying stock is "-0.3". What is the Gamma of the corresponding European call option? -0.3 B. 0.3 A. -0.7 0.7 None of the above. lb. (2 marks) Which of the following statements is NOT correct on a binomial tree. A. Some American put options can be optimally exercised prior to maturity. B. American call options on a non-dividend paying stock can be valued without solving for every node. C. Risk-neutral valuation and no-arbitrage arguments give the same option prices. D. The delta of an option does not change in time. E. None of the above. 1c. (2 marks) The Gamma of European put option on a non-dividend-paying stock is "-0.3". What is the Gamma of the corresponding European call option? -0.3 B. 0.3 A. -0.7 0.7 None of the above