3. (Variance swap price). Write a MATLAB program to illustrate the variation of the price of an (equity) variance swap with respect to the change in the mean return of the underlying stock and also show this on a graph. Use the following parameters for the specification of the stochastic process followed by the underlying.

• S(0) 5 100; T 5 1; r 5 8%; σ 5 30%; μ 5 10%