Question: For a lognormal variable X, we know that ln(X) has a normal distribution with a mean of zero and a standard deviation of 0.5. What

For a lognormal variable X, we know that ln(X) has a normal distribution with a mean of zero and a standard deviation of 0.5. What are the expected value and the variance of X?

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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