3. Write a MATLAB program to observe the volatility payoff of stop loss hedged long call position and measure the performance of this strategy of replicating long call position when the frequency of adjustment is increased during the time interval until the call expires. Use the following data for the calculation Sð0Þ 5 100;K 5 100; T 5 1; r 5 8%; σ 5 30%; & realized volatility 5 50%

Plot the graph for the volatility payoff for 30 instances for these sets of adjustment frequency [10, 20, 50, 100, 500]. Also show the performance of the method on the graph as a plot of mean return of the hedging strategy versus frequency of adjustment.