The function simulate_VaR is supposed to, given the stock's drift rate and volatility, simulate stock returns for a certain number of trials and at the specified time horizon in years. It should then return the VaR for the stock by locating the correct percentile from the simulated stock returns. The second block of code tries to use this function on a stock with an annual drift rate of .05 and annual volatility of .1, and wants to simulate the VaR at 5% at a 10 year time horizon and using 100 trials. (Hint: the answer should be -.08118566).