When Black's model used to value a European option on the spot price of an asset, which of the following is NOT true? 39 Not yet Marked Flag Select one: O a. It is necessary to know the futures or forward price for a contract maturing at the same time as the option Ob. It is not necessary to estimate income on the underlying asset Oc It is not necessary to know the risk-free rate Od. The underlying asset can be an investment or a consumption asset