Please answer this using $"$R$"$ only, NOT python or anything else, provide the $"$R$"$ code neatly step by step$($ part a$,$b & c$)$ like you are explaning to a beginner using $"$R$"$

Thanks!

let the continuously, compounded, risk $$ free interest rate to be $0\mathrm{.}05$

please consider a stock whose current price is $$120$ and whose volatility is $0\mathrm{.}20.$ We will be pricing three $$ month, $$115$ strike call option.

Part a: Analytic Black$-$Scholes

please price the option above using the Black $$ Scholes pricing formula

part b: Black$-$Scholes Monty Carlo with Z

please provide the Monte Carlo estimate of the price using the simulated draws from the standard normal distribution with $10,000$ simulations

part C: Black$-$ Scholes Monte Carlo with "rlnorm"

please provide the Montecarlo estimate of the price using the simulated draws from the lognormal distribution with $10,000$ simulations