Question: 29. EXAMPLE 2.12: FRM EXAM 2000QUESTION 128 For a Iognormal variable X, we know that |n(X) has a normal distribution with a mean of zero

29. EXAMPLE 2.12: FRM EXAM 2000QUESTION 128 For a Iognormal variable X, we know that |n(X) has a normal distribution with a mean of zero and a standard deviation of 0.5. What are the expected value and and the variance ofX? A. 1.025 and 0.187 B. 1.126 and 0.217 C. 1.133 and 0.365 D 1.203 and 0.399

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