Problem 5.8. Let S(0)-$100, K-$120, ? 0.3,r-0.08 and ? 0. a. (8 pts) Let Vc(0, T) denote the Black-Scholes European call price for the maturity T. Does the limit b. (8 pts) Now, set ? 0.001 and let Ve (0,7,5) denote the Black-Scholes European call price for the c. (4 pts) Interpret in a sentence or two the differences, if there are any, between your answers to of Ve (0, T) as T ? oo exist? If it does, what is it? maturity T. Again, how does VC (0,7,6) behave as T ? oo? questions in a. and b