Consider a European call option on a non-dividend-paying stock where the stock price is $40, the strike price is $40, the risk-free rate is 4% per annum, the volatility is 30% per annum, and the time to maturity is six months. Use DerivaGem to value the option with 2, 3, 5, and 10 time steps (only report the value of option, no need to show trees)