Question 4 10 out of 10 points When using a binomial tree to calculate the price of a European call option which of the following is false Answers: A. Delta will be the same at each node in the tree B. The European call option and American Call option will have the same value if there is no dividend C. As the number of steps in the tree increases, the price of the option converges to the price found with the Black Scholes Model D. The intrinsic value of the option at maturity of the option (the last step in the tree) will equal zero if the stock price is below the exercise price