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

View Answer

Answer: A