Suppose that you want to price a European call option on a certain stock using the Black-Scholes-Merton model. Which of the following parameters would you need, in addition to the strike price and time to maturity of the option? (I) The riskless rate (II) The current price of the underlying stock (III) The current level of a benchmark index (for example, S\&P 500) (IV) An estimation of the stock-price volatility (V) An estimation of the stock-price average return (VI) A forecast of the dividends earned by the stock