can you help me with this question and give me a brief explanation? thanks

a) If you are convincing a person to switch from a small-scale project Ato a larger scale project B, it is enough to show that the PI for the incremental project B-A is >1 b) The price of a European Put option falls with a rise in interest rates. 0) For independent projects, The PI rule and the NPV rules always give you the same answer. a) In the Binomial option pricing model, the call option price is always positive if the volatility of the stock is positive. b) In the Black-Scholes model, the call option price is always positive if the volatility of the stock is positive