Problem 5. (a) Consider a portfolio with one unit of a stock Sand current value So = 100. If the daily log-returns of S are independent and follow a normal distribution with mean O and o? = 0.004, compute the expected value of the loss Lover 1 year (250 trading dates) Problem 5. (a) Consider a portfolio with one unit of a stock Sand current value So = 100. If the daily log-returns of S are independent and follow a normal distribution with mean O and o? = 0.004, compute the expected value of the loss Lover 1 year (250 trading dates)