(c) Consider a one-year European call option with non-dividend paying stock, initial price $100, continuously compounded risk-free interest 0.05 per annum, volatility 0.25, and strike price $120. By using the R package fOptions or some other packages, compare the call option prices obtained by the binomial option pricing model and the Black-Scholes model for time steps of one week up to the maturity date. (10 marks)