Using your Black Sholes model, answer the following questions: a. What happens to the call option price when volatility (sigma) increases (i.e., does it go up, down, or remain constant?) b. What happens to the call option price when the risk-free interest rate (r) increases (i.e., does it go up, down, or remain constant?) c. What happens to the call option price when the strike price (X) increases (i.e., does it go up, down, or remain constant?)