Q25·Section A (Section A)·25 of 60Exponential moment of a Gaussian productIf (X,Y)∼N2(0,0,1,1,0.5)(X,Y)\sim N_2(0,0,1,1,0.5)(X,Y)∼N2(0,0,1,1,0.5), then the value of E(e−XY)\mathbb{E}(e^{-XY})E(e−XY) is OptionsA25\dfrac{2}{\sqrt{5}}52B23\dfrac{2}{\sqrt{3}}32C12\dfrac{1}{\sqrt{2}}21D12\dfrac{1}{2}21Pick an option to check your answer.Show answerShow solution Report a problem with this question← Q24All questionsQ26 →Keyboard: A–D answer · S solution · ←/→ previous/next