Which of the following statements is true? i. The validity of the put-call parity is dependent on the assumptions of the Binomial model or the Black-Scholes-Merton model regarding the distribution of stock price. ii. On a non-dividend paying stock, at-the-money calls and puts with the same time to maturity have the same price. iii. On a non-dividend paying stock, for call and put options with strike price equal to the forward price of the stock, the call price is greater than the put price. O a. I only O b. ll only Oc. lll only O d. None of the above statements is true