title: Calculating the expected return of log-normal distributed random variable
body: <p>Let <code>x</code> be a log-normally distributed random variable with parameters <code>mu=0</code> and <code>sigma=0.25</code>. The probability density function of <code>x</code> can be obtained with <code>x=lognrnd(0, 0.25)</code> in Matlab.</p>
  
  <p>How can I calculate the expected value of x from this?</p>
  
  <p>Context: <code>x</code> yields the probability of a given return for an investment, and my task is to to calculate the expected return for this investment.</p>