One of the lists below includes ONLY the variables that are required by the Black Scholes model (it may not list all the variables required by the model, however). Identify the list.

a.Risk-free interest rate, strike price, the expected return on the stock

b.The expected volatility of the stock, risk-free interest rate, the current stock price

c.Strike Price, Risk-free interest rate, current stock price, current bond price

d.Risk-free interest rate, current stock price, current bond price

e.Purchase date, Strike Price, Risk-free interest rate, the current stock price