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. If you would like to obtain relatively accurate results, you will need to have a reasonably large number of steps. One way to achieve this is to gradually add the number of steps and examine how the calculated option prices change. When you see the prices given by the tree converges, it shows that you are picking a reasonable tree step. Please graph this convergence process.