Which of the below is an assumption in the Black Scholes model? There might be more than one correct answer. Choose your selection carefully. Select one or more: a. Volatility is a deterministic function of time and the underlying asset b. The risk free rate is a stochastic process driven by a second Brownian motion C. There are no dividends paid from the underlying asset d. Volatility is a stochastic process driven by a second Brownian motion