please use excel

Daily returns for a $10 million portfolio are normally distributed with a mean of 0.05% and a standard deviation of 1%. The portfolio has a first-order autocorrelation coefficient of 0.15. a. Compute the 95% confidence level 1-day and 10-day VaR of the portfolio || neglecting the autocorrelation. b. Compute the 95% confidence level 1-day and 10-day VaR of the portfolio taking the autocorrelation into account. Daily returns for a $10 million portfolio are normally distributed with a mean of 0.05% and a standard deviation of 1%. The portfolio has a first-order autocorrelation coefficient of 0.15. a. Compute the 95% confidence level 1-day and 10-day VaR of the portfolio || neglecting the autocorrelation. b. Compute the 95% confidence level 1-day and 10-day VaR of the portfolio taking the autocorrelation into account