Solve below questions in R

1) Assume that a stock'slogreturns at any time scale have normal distribution. Suppose that its average annuallog return is 100%, and its annual standard deviation ("volatility") of log returns is 200%. What areits average (mu) and standard deviation (sigma) ofdailylog returns, assuming a year has 250 trading days?

2) Simulate 250 instances of thedaily log returns described in 1) with random seed set.seed(2015). Compute thenetreturns of these instances, and compute their average and standard deviation. Are the average (m) and standard deviation (s) of net returns same as the average and standard deviation of log returns computed in 1)?