Which of the following is false? I Theta for a call option is more likely to be positive if the option is deep in-the-money. II Theta for a call option is more likely to be positive if the dividend rate is high. III Gamma for a call option tends to increase for an at-the-money option as time to expiry increases. IV Elasticity for a call option decreases as the option becomes more in-the-money. V Rho is negative for an ordinary put option. Choose one answer. A. I only B. II only C. III only D. IV only E. V only F. I and II G. III and IV H. II and v