• Consider a European call option on a stock, with a $40 strike and 1 year to expiration. The stock does not pay dividends, and its current price is $41. Suppose the volatility of the stock is 30%
• The continuously compounded risk-free interest rate is 8%
• S = 41, r = 0.08, d = 0, s = 0.30, K=40, and h = 1
• Using these inputs, write an R code to perform the following
  • calculate the final stock prices
  • calculate the final option values
  • calculate and B
  • calculate the option price