# Load required library

library$($quantmod$)$

# Specify the symbol $($ticker$)$ of the security $($e$.$g$.,$ Reliance$)$

symbol $<-$ "RELIANCE.NS$"$ # Adjust the ticker for the specific stock exchange

# Define the start and end dates for the historical data $($last $90$ days$)$

end$\_$date $<-$ Sys$.$Date$()$

start$\_$date $<-$ end$\_$date $-90$

# Download historical price data using quantmod

getSymbols$($symbol$,$ from $=$ start$\_$date, to $=$ end$\_$date$)$

# Extract adjusted closing prices

prices $<-$ Cl$($get$($symbol$))$

# Calculate daily returns

returns $<-$ dailyReturn$($prices$,$ type $=$ "log"$)$

# Calculate historical volatility

historical$\_$volatility $<-$ sd$($returns$)*$ sqrt$(252)$ # Assuming $252$ trading days in a year

# Print the historical volatility

cat$("$Historical Volatility:", round$($historical$\_$volatility $*100,2),"\%$

$")$