Consider the Black-Scholes formula for prices of European call and put options with strike K each, maturity T each on a non-dividend-paying stock with price S and volatility , with risk-free rate r. The formulas are written in terms of quantities d1 and d2 used to calculate the probabilities normal distribution. If the volatility of the stock becomes large and approaches infinity,

(a) what values do d1 and d2 approach? (b) what value does the call price approach?

(c) what value does the put price approach?