please help to solve this question by programming

HWM, 4. The goal of the assignment is to implement a drawdown control strategy by scaling down the position when the value-at- risk becomes "too close" to the maximum acceptable drawdown (MADD). We assume that MADD = 30% and that the value at risk is a 3-sigma event (three times the stock historical volatility, or 30). Specifically, you need to choose each month and for each style an investment scale (return scalar) x such that: MADD-DD x x 30,