Variance Swap Replication - Quant Researcher Interview Question

Problem Description

Variance swaps are forward contracts on the annualized variance of an underlying asset, allowing market participants to hedge or speculate on volatility exposure. The fair strike of a variance swap is theoretically replicated by a static portfolio of out-of-the-money European options weighted by the inverse square of their strike prices. This replication technique is central to volatility surface modeling and the calculation of volatility indices like the VIX. Task Implement a function solution