Which of the following plots represents the Black-Scholes Gamma of a European call with a strike of 100, with r = 3% per annum and o = 40% per annum 0.03 0.02 0.014 NO 1.5 150 100 120 140 100 80 0.5 40 0.5 20 60 0 0 T-t S(t) TA st 0.067 1.5 150 150 1 0. 50 100 100 50 0.5 50 0 0 T-t STO T-t s(t) E 150 100 0.5 0 T-t s(t) Which of the following plots represents the Black-Scholes Gamma of a European call with a strike of 100, with r = 3% per annum and o = 40% per annum 0.03 0.02 0.014 NO 1.5 150 100 120 140 100 80 0.5 40 0.5 20 60 0 0 T-t S(t) TA st 0.067 1.5 150 150 1 0. 50 100 100 50 0.5 50 0 0 T-t STO T-t s(t) E 150 100 0.5 0 T-t s(t)