Which of the Following Variables Are Part of the Black-Scholes

Multiple Choice

Which of the following variables are part of the Black-Scholes option pricing model?
I. the market price of the underlying stock
II. the volatility of the underlying security
III. the strike price of the option
IV. the risk-free rate of interest
V. the beta of the underlying security
VI. the time remaining before the option expires

A) I, II, IV and VI only
B) I, II and III only
C) I, II, III, IV and VI only
D) I, II, III, IV, V and VI