Let S = $100, K = $100, sigma = 30%, r = 0.08, t = 1, and delta = 0. Let n = 10. Suppose the stock has an expected return of 15%. a. What is the expected return on a European call option? A European put option? b. What happens to the expected return if you increase the volatility to 50%? Let S = $100, K = $100, sigma = 30%, r = 0.08, t = 1, and delta = 0. Let n = 10. Suppose the stock has an expected return of 15%. a. What is the expected return on a European call option? A European put option? b. What happens to the expected return if you increase the volatility to 50%