Suppose the returns on a stock are lognormally distributed with $\mu = 0$ and $\sigma = 0.2$ .The expected three-month simple returns on the stock are
A)0.
B)0.25%
C)0.50%
D)1.01%

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The Answer of Suppose the returns on a stock are lognormally distributed with $\mu = 0$ and $\sigma = 0.2$ .The expected three-month simple returns on the stock are
A)0.
B)0.25%
C)0.50%
D)1.01%

Suppose the Returns on a Stock Are Lognormally Distributed With \mu