Consider the case of Merton's jump-diffusion model where jumps always reduce the asset price to zero. Assume that the average number of jumps per year is \(\lambda\). Show that the price of a European call option is the same as in a world with no jumps except that the risk-free rate is \(r+\lambda\) rather than \(r\). Does the possibility of jumps increase or reduce the value of the call option in this case? (Hint: Value the option assuming no jumps and assuming one or more jumps. The probability of no jumps in time \(T\) is \(e^{-\lambda T}\) ).