Let $A$ (or $X$) be
$\log A \sim N(\mu,\sigma^2)$, (lognormal distribution)
I have to show
$E[A] = \exp[\mu + (\sigma^2/2)]\mbox{ and }E[A^2] = \exp[2\mu + 2\sigma^2].$
Do I have to use mgf of the normal dist. ?
It is easy to show E[$A^2$] since it is the second order derivative of the mgf.