We consider a market that consists of a dividend-paying stock and a risk-free asset. Suppose the option is a European call, i.e., VT=max(STK,0). Write two computer programs to calculate the formula you find in (3). The first gives the option price exactly while the second computes an approximate price with confidence interval by Monte Carlo simulation. You can set the parameters as S0=100,u=1.05,d=0.95,n=10,q=0.01, T=1,r=0,K=100. (Hint: lnST follows a binomial distribution.)