Question: Let Y be a log-normal random variable. The log-normal property implies that loge Y is distributed as N(, o2) random variable. Find the variance

Let Y be a log-normal random variable. The log-normal property implies that

Let Y be a log-normal random variable. The log-normal property implies that loge Y is distributed as N(, o2) random variable. Find the variance of Y. (Hint: the mgf of a Gaussian random variable may be useful.)

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