Solve this with Python code: Problem $6.($As you like it$$ option$)$ A stock price process is represented by

a $5-$month lattice with $1-$month intervals, and u $=1\mathrm{.}0594$ and d $=0\mathrm{.}9439.$ The

initial price is $$62.$ The interest rate is $10\%,$ compounded monthly. Consider

a $5-$month option with a strike price of $$60.$ This option can be declared, after

exactly $3$ months, by the purchaser to be either a European call or a European

put. Find the value of this $$as you like it$$ option