PRMIA Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition 8007 Question # 1 Topic 1 Discussion

PRMIA Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition 8007 Question # 1 Topic 1 Discussion

8007 Exam Topic 1 Question 1 Discussion:
Question #: 1
Topic #: 1

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


A.

E(exp(X)) = 1.6487


B.

E(exp(X)) = 1


C.

E(exp(X)) = 2.7183


D.

E(exp(X)) = 0.6065


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