According to the Black/Scholes Option Valuation Model, a Call Option's

Multiple Choice

According to the Black/Scholes option valuation model, a call option's value decreases if

A) interest rates increase as the option approaches expiration
B) the variability of the stock's return decline and the interest rate decreases
C) an increase in the price of the stock results in a two for one stock split
D) the option is exercised