Question: Write the appropriate python code to simulate the stock prices according to geometric Brownian motion process. Use the Monte Carlo simulation technique with sample size

Write the appropriate python code to simulate the stock prices according to geometric Brownian motion process. Use the Monte Carlo simulation technique with sample size equal to 10000, 40000, 160000 to price the following options and compare the price with the Black-Scholes analytical formula results. What do you observe for the decay of the error terms? b) Calculate the price of a 6-month European call option on a non-dividend paying stock with a strike price of $99 when the current stock price is $98, the risk free interest rate is 7% per annum and the volatility is 34% per annum.

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