please help out with the value at risk question above, great thanks.

Suppose a portfolio manager manages a portfolio which consists of a single asset. The natural logarithm of the portfolio value is normally distributed with an annual mean of 10% and annual standard deviation of quantile, answer the following: a) What is the probability of a loss of more than 20 million EUR by year end (i.e., what is the probability that the end-of-year value is less than 80 million EUR ) b) With 1% probability, what is the maximum loss at the end of the year? This is the VaR at 1%. c) Calculate the daily, weekly and monthly VaRs at 1%