The below three graphs show probability density functions (PDF) of three different random variables Red, Green and Blue. Let P₁ be the unknown price of a stock in one year. P₁ is a random variable. Let P₀=1, so the share price now is $1. This one dollar is a constant, it is not a variable.

Which of the below statements is NOT correct?

a.

Blue is a stock's future price (P₁).

b.

Green is normally distributed with the same mean and median.

c.

Green is the log gross discrete return (LGDR).

d.

Red is log-normally distributed, and the mean is higher than the median.

e.

Red is a stock's gross discrete return (GDR).