Question 4 [6 points] Implement the following in Python. Consider a European Call option with the strike price K 100 with the underlying trading at S = 100. It is given that the risk free rate r = 0.05. Using the Black Scholes formula, fix the time to expiry at 3 months. Plot the value of the option vs. volatility o for o = 0.1,.015, 0.2, 0.25,...,0.8. Comment on your ob- servations fix the volatility at o = 0.2. Plot the value of the option vs. time to expiry t = 1,2,3,..., 12 months. Comment on your observations