Which of the following statements is correct for the Black-Scholes partial differential equation (pde)? Option prices are NOT expressed in relative terms. The Black-Scholes pde holds only if we assume that investors are risk-neutral. Black-Scholes prices change as the expected return required by investors from the underlying stock increases. To derive the Black-Scholes pde, you set up a risk-free portfolio (consisting of the option and the underlying asset) so that the Wiener process is eliminated