In the Black$-$Scholes framework, what are the values of the following plain vanilla European

options as time to maturity goes to infinity:

$($i$)$ at$-$the$-$money call?

$($ii$)$ at$-$the$-$money put?

$($iii$)$ ten percent in$-$the$-$money call?

$($iii$)$ ten percent in$-$the$-$money put?

$($iii$)$ ten percent out$-$of$-$the$-$money call?

$($iii$)$ ten percent out$-$of$-$the money put?