Please help me solve it.

0 You collected monthly and daily log-retums for HP, years 20102015, exactly 6 years, 252 days per year. HP daily |og~returns have zero autocorrelaticn. You assume that 6 is normally distributed with the usual approximate variance. For monme returns, you get 6;, = 0.0982. a. b. Give a 95% confidence intervals for 1) the monthly standard deviation and 2) the annualized standard deviation based on monthly returns. If HP returns have exactly zero autocorrelation. You now use the daily returns, what are: your daily estimate and confidence interval for on, your annualized confidence interval for 0 (based on these daily returns). You should be able to do the same thing for the variance using the asymptotic distribution of its estimator