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 1 is correct. Ob. Both I and IV are correct Oc. Both II an IV are correct O d. Both I and Ill are correct e. Both Il and Ill are correct