4. (10\%) Assume that the return Rt of a stock has the following log-normal distribution for fixed t : log(Rt)N(,2). Suppose we let the density of log(Rt) be denoted by f(Rt) and hypothesize that =0.17,2=0.09. Find a function (Rt) such that under the density, f(Rt)(Rt),Rt has a mean equal to the risk-free rate rf=0.05. 5. (10\%) Following the above question, find a (Rt) such that Rt has a mean zero. 4. (10\%) Assume that the return Rt of a stock has the following log-normal distribution for fixed t : log(Rt)N(,2). Suppose we let the density of log(Rt) be denoted by f(Rt) and hypothesize that =0.17,2=0.09. Find a function (Rt) such that under the density, f(Rt)(Rt),Rt has a mean equal to the risk-free rate rf=0.05. 5. (10\%) Following the above question, find a (Rt) such that Rt has a mean zero