问题
单项选择题
An analyst does research about common probability distributions. If an investment product's continuously compounded return is normally distributed, the future investment product's price is most likely:（）
A. binomially distributed.
B. normally distributed.
C. lognormally distributed.
答案
参考答案：C
解析：
变量Y是对数分布，则它的自然对数Ln Y是正态分布；反过来，如果自然对数Ln Y是正态分布，则变量Y是对数分布，记住lognormal是指“the log is normal”。此题中，P1=P0×eX，而X服从于正态分布，则P1服从于对数分布。