Let X∼Lognormal(μ,σ2)X \sim \text{Lognormal}(\mu, \sigma^2)X∼Lognormal(μ,σ2) with μ=0,σ=1\mu = 0, \sigma = 1μ=0,σ=1. What is E[X]E[X]E[X]?
111
e1/2e^{1/2}e1/2
eee
e1/8e^{1/8}e1/8