Question: You are given the following parameter values and are required to price calls using both the JR model and the CRR model for different values

You are given the following parameter values and are required to price calls using both the JR model and the CRR model for different values of n, the number of periods on the tree. The given values are S = 100, K = 100, T = 1, σ = 0.4, and r = 0.05. For varying values of n, running from 5 to 100, plot the values of the call option obtained from the two models. How different are the convergence rates?

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