The monthly returns on a stock assumed to be independent and normally distributed with mean 0.009 and standard deviation 0.006. Suppose that you have today 1200 euros of this stock. The 3% Expected shortfall for this position, until next month, is approximately equal to: (a) 5.53 (b) 7.43 (c) 6.18

the right answer is a5.53 ,but i dont know how to get it . please explain