Consider a European call option with maturity T > 0 and strike K > 0 evaluated at time zero, written on a stock price process (St) t0 following the Black Scholes model. Consider the following values: S0 = 100, r = 0.0 and = 25%. Plot the convergence of the tree when K = 90, K = 100 and K = 110. Plot also the convergence of the tree for even and odd increasing number of time steps. Comment the obtained results. Extrapolate for n and compare with Black Scholes results. Do the same for Delta and Gamma. Do the same for a put option. (Please use python to write the code)