11. (5%) Suppose that a random variable S follows a lognormal distribution and its probability density function is
  

where μ and σrepresent the mean and standard deviation of the lognormal distribution, respectively. Define N(d) as the cumulative probability of the standard normal distribution from -∞ to a constant d. What is the expected value of S conditional on S≥ K, where K is a nonnegative constant?
(A)
(B)
(C)
(D) None of the above

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統計: A(1), B(1), C(2), D(0), E(0) #3103773