You have created a Monte Carlo simulation to model the risk of a stock index over 10,000 days. All of the daily log returns have a mean, standard deviation, skewness, and excess kurtosis of 0.10%, 1.00%, −1.60, and 5.12, respectively. If the daily log returns are also independent of each other, what should the mean, standard deviation, skewness, and excess kurtosis of the annual log returns be? Assume 256 business days per year.