Power of a Test and Sample Size Determination

A trading strategy has unknown mean daily return $\mu$ with known standard deviation $\sigma = 0.01$ (1%). You observe $n$ days. Test $H_0: \mu = 0$ vs $H_1: \mu = 0.001$ (10 bps/day) at significance $\alpha = 0.05$. How many days $n$ do you need for 80% power?