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Suppose that $X$ is a real valued random variable and $E[\exp X]=2$. Then, which of the following must be $\text{TRUE? Hint:}$ $(\exp (x)+\exp (y)) / 2 \geq \exp ((x+y) / 2)$.

  1. $E[X]<\ln 2$
  2. $E[X]>\ln 2$
  3. $E[X] \geq \ln 2$
  4. $E[X] \leq \ln 2$
  5. None of the above
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