The value of a European call decreases when: 1. the dividend paid by the underlying stock increases. II. the stock price increases. III. the risk-free rate of return increases. IV. the volatility of the price of the underlying stock increases. O a. Only I is correct. O b. Both I and IV are correct O c. Both II an IV are correct O d. Both I and Ill are correct O e. Both ll and Ill are correct