Consider Theta of a plain vanilla European put option. Consider that a six months put on a non-dividend paying asset with lognormal distribution with volatility 30%. Assume that the risk-free interest rates are constant at 3%. Use Newton's method to find the largest value of (S)/(K) (i.e. the moneyness of the option) such that Theta(P) >= 0. Solve the exercise by using programming language (Python), and provide specific answer.