Monte Carlo European Call

Price a European call by Monte Carlo under risk-neutral geometric Brownian motion:

$$S_T = S_0 \exp\!\Big(\big(r - \tfrac12\sigma^2\big)T + \sigma\sqrt{T}\,Z\Big), \qquad Z \sim N(0, 1),$$ $$C = e^{-rT}\,\mathbb{E}\big[\max(S_T - K, 0)\big].$$

Implement mc_european_call(S0, K, T, r, sigma, n_paths, seed) -> float. Use random.Random(seed) so results are reproducible. Your estimate will be compared against the Black–Scholes price with a tolerance of 0.25 (about five standard errors at 100,000 paths).