Good evening,
I have the following question: Lets assume X is normally distribued and Y is log normal. Now, i want to obtain the covariance between both random variables. I am aware that: Cov(X,Y) = E(XY) - E(X)*E(Y)
While E(X) and E(Y) are easy to obtain, can somebody give me a (closed form) solution for E(XY)?
Best, Thomas