Which of the following statement is correct?

		Higher underlying asset volatility leads to higher call option price under the Black-Scholes formula is because there is greater need to hedge for more volatile assets
		Suppose you wrote a call option and you want to cover your downside, you can write put of the same underlying asset
		Higher underlying asset volatility leads to higher call option price under the Black-Scholes formula is because there is longer time to exercise the option
		Suppose you wrote a call option and you want to cover your downside, you can buy risk-free asset