I am wondering in this question how Var[S3]/E[S3]^2=exp(3*sigma^2-1)? In my opinion, I think it is exp(3*sigma^2)-1? Did I miss any intermidiate steps so that what I thought is wrong?
Yes, that line in the Examiners' Report contains a typo; it should be exp(3*sigma^2) - 1. This comes directly from page 14 of the Tables. The Examiners' Report error is corrected in their next line. Thanks
