In the Black-Scholes option pricing model, an increase in security volatility (o) will cause a. An increase in call value and an increase in put value b. An increase in call value and a decrease in put value c. An decrease in call value and an increase in put value d. An decrease in call value and a decrease in put value e. An increase in call value and an increase or decrease in put value 10. Which of the following is not considered a "cost of carry"? a. Commissions for physical storage b. An opportunity cost for the net amount of invested capital C. A premium for the convenience of consuming the asset now d. A risk premium for uncertainty e. All of the above are considered costs of carry