I would like to know the process and results of solving this problem. Thank you

Exercise 4. An investor holds a portfolio consisting of 100 shares of stock S1. Let St1 and St+11 be the stock prices at times t and t+1 respectively. The time horizon is 1 day. The stock price today (we are at t ) is St1=25. The risk factor changes are denoted by Xt+1=logSt+11logSt1. Assume that for the next 10 days (periods) the risk factor changes are independent and identically normally distributed with mean 0 and variance 0.01 , and independent across stocks. Calculate the VaR V0.910 (10-day value at risk) for the linearised loss