Examining adaptivity in stock market trading. In this problem, we examine the ramications of step size (7}) choice in FTRL on the regret for the stock market trading problem that we have been examining in class. We also take a closer look at the benets of designing adaptive algorithms. 2 RT 3 nG2(T + 1) + g : owe) (i) ( 10 marks ) Suppose we are playing the market with only one stock, and we know that its value will fluctuate by at most 10 every day. Further, suppose we can buy or sell at most 5 units of stock on each day. Calculate the step size for FTRL that gets the best upper bound on regret, and report the upper bound that you get from this choice of step size. Express your answer as a function of the number of rounds T, and make the constants in the upper bound explicit. Call this case \"Scenario 1\