Build a Monte Carlo simulation for the stock price in the Black$-$Scholes model with the parameters. $)=100,=0\mathrm{.}25,r=(0\mathrm{.}05\%$ and price the call and put European options in this problem $($strike $K=101).$ Use $N_{MC}=10k$ stock price paths and quote the prices and statistical errors.

Hint. You can code the MC pricer in R$,$ Excel or Python.