Using the base case parameters, plot the implied volatility curve you obtain for the base case against

Question:

Using the base case parameters, plot the implied volatility curve you obtain for the base case against that for the case where there is a jump to zero, with the same λ.
As a base case, assume S = $100, r = 8%, σ = 30%, T = 1, and δ = 0. Also assume that λ = 0.02, αJ =−0.20, and σJ = 0.30.