For the stock prices below, calculate the following: a) 90% C.I. for Ln-Return, b) 99% Value at Risk (VaR) for Ln-Return, c) 90% C.I. for Geometric Return, d) 99% Value at Risk (VaR) for Geometric Return. Use the standard normal distribution table provided.

Standard Normal Distribution

alpha, 0.005 0.01 0.025 0.05 0.10

z-value, z -2.576 -2.326 -1.960 -1.645 -1.282

Stock Price Table:

Year, Price: 0, 100.00; 1, 100.29; 2, 99.95; 3, 98.77; 4, 101.06; 5, 100.79; 6, 101.75; 7, 100.20; 8, 98.85; 9, 100.73; 10, 100.67