Given our standard return generating process, =, assume that zt has a standardized Baz distribution, where the Skewness is given by E[z3] = (B - 1)/2 where B is a parameter in the distribution that controls the asymmetry of the distribution. You want to estimate the value of B based on historical data. Suppose you have three days of historical data: R1 = 6%, R2 = -2%, and R3 = 0% and your volatility estimates on those days are σ1 = 6%, σ2 = 1%, and σ3 = 5%. Based on this data, what is your estimate of B using the method of moments?