please show calculations

a A portfolio has daily returns, discounted to today, that are normally distributed and identically distributed with expectation 0 and a standard deviation of 1.5%. Find the 1% 1-day VaR. Then find the 1% 10-day VaR under the assumption that the daily excess returns (a) are independent and (b) follow a first order autoregressive process with autocorrelation 0.25