Please show or explain how you got the answers

In the Black-Scholes option pricing model, an increase in a stocks volatility (all else being constant)

Select one:

a. increases the associated call option value.

b. decreases the associated call option value.

c. may increase or decrease the option value, depending on the level of interest rates.

d. does not change either the put or call option value because put-call parity holds.