A call option pays an amount \(V(S)=\frac{1}{1+\exp (S(T) K)}\) at time \(T\) for some predetermined price \(K\). Discuss what you would use for a control variate and generate a simulation to determine how it performs, assuming geometric Brownian motion for the stock price, interest rate of \(6 \%\), annual volatility \(25 \%\), and various initial stock prices and values of \(K\) and \(T\).