You own a European call option with a maturity of 1-year and strike price of $50. The current stock price is $48. As time passes, the stock price, stock volatility and the risk-free rate stay constant. As time passes, the option price: Increases and approaches zero value as it nears maturity Decreases and approaches $2 as it nears maturity Decreases and approaches zero value as it nears maturity Increases and approaches $2 as it nears maturity None of the above are true