Two volatility regimes

A desk models each day's return as normal with mean 0. On a calm day the volatility is 1%, and on a stressed day it is 3%. Each day is stressed with probability 0.2, independently of everything else.

What is the unconditional daily volatility of the return? What is its kurtosis, $E[R^4]/\operatorname{Var}(R)^2$? (A normal distribution has kurtosis 3.)