The value of a European call decreases when: I 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 O C. Both II an IV are correct Od. Both I and III are correct O e. Both II and Ill are correct