Which statement is correct about the estimation of European currency options and stock index option prices? a. We can use the Black-Scholes(BS) model to estimate the currency option prices b. We can use the BS model to estimate stock index option prices if none of the stocks in the index pays any dividends. c. We can use the Merton's model to estimate the prices of currency option and stock index options after renaming the variables in the Merton's model such as the stock price and dividend rate with their counterparts under the currency and stock index situations. d. We can not use Merton's model or BS model to price currency and stock index options under any scenario about dividend payments and foreign risk-free interest rate. e. Both b and c are correct