Which of the following statements is correct for the Black-Scholes model?

A. The stock price at a future point in time follows a normal distribution.

B. Black-Scholes prices do NOT necessarily satisfy the put-call parity and the option price bounds.

C. The price of an American call written on a non-dividend paying stock is: c = SN(d1)-Ke-rTN(d2)

D. The continuously compounded return on the stock follows a log-normal distribution.

Please explain and justify your choice using your own words.