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What is the expected value of exp(X)?
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
Answer: A
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