Use MATLAB to solve the following problem:

Please use the binomial tree method to price a 1-year European call option with S0 = K = 100, assuming no dividend and the risk-free interest is 3% and the underlying volatility is 30%. Note that you can arbitrarily pick the step size - choose a reasonably large number of steps. Once you decide on the number of step, the terminal stock price distribution should be approximately lognormal. Please plot this terminal stock price distribution generated by the chosen tree. Also, on each and every node of the chosen free, please compute the hedge ratio (for the call option) implied by the tree. For each node, please also compute the Black-Scholes and compare with the hedge ratio implied by the tree and summarize the difference between the tree implied hedge ratio and Black-Scholes delta on each node (average, min, and max).