Implement the multi-step binomial method as described in the Binomial Method lecture with the following variables and parameters: stock S = 100, interest rate r = 0.05 (continuously compounded) for a call option with strike E = 100, and maturity T = 1. (a) Using four time steps, calculate the value of the option for a range of volatilities and plot the results. (b) Then, fix volatility at = 0.2 and plot the value of the option as the number of time steps of the tree increases NTS = 4, 5, . . .