PRMIA Exam 8002 Topic 2 Question 12 Discussion

Actual exam question for PRMIA's Mathematical Foundations of Risk Measurement :II exam

Question #: 12
Topic #: 2

Let X be a random variable distributed normally with mean 0 and standard deviation 1. What is the expected value of exp(X)?

AE(exp(X)) = 1.6487

BE(exp(X)) = 1

CE(exp(X)) = 2.7183

DE(exp(X)) = 0.6065

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Suggested Answer: A

by Sage at May 03, 2022, 05:25 PM

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