{"kind":"task","effective_mode":"full","benchmark":{"kind":"benchmark","effective_mode":"full","slug":"mmlu-pro","formal_name":"MMLU-Pro","introduction":"MMLU-Pro rebuilds MMLU with ten answer options instead of four and removes items that no longer separate models. Questions span fourteen academic and professional subjects.","introduction_ja":"","introduction_en":"","category":"Category not supplied","task_count":null,"acquisition_status":"Acquisition status not supplied","official_url":"https://huggingface.co/datasets/TIGER-Lab/MMLU-Pro","indexing_mode":"noindex","profile":{"resources":[],"task_format":"","scoring":"","metric":"","size":"","answer_access":"","license":"","citation":"","maintainer":"","released":"","why_hard":"","related":[]}},"task_id":"16df9296-d0a4-570f-8f6f-000c003e7b40","task_key":"default--test--271","task_revision_id":"1","upstream_id":"271","short_description":"Consider an arbitrage-free securities market model, in which the risk-free…","config":"default","split":"test","body":"{\"category\":\"business\",\"question\":\"Consider an arbitrage-free securities market model, in which the risk-free interest rate is constant. There are two nondividend-paying stocks whose price processes are:\\n$S_1(t)=S_1(0)e^{0.1t+0.2Z(t)}$\\n$S_2(t)=S_2(0)e^{0.125t+0.3Z(t)}$\\nwhere $Z(t)$ is a standard Brownian motion ant $t\\\\ge0$. What is the continuously compounded risk-free interest rate?\",\"src\":\"theoremQA-Finance\"}","display_format":"text","language":"","answer_status":"published","assets":[],"source_url":"https://huggingface.co/datasets/TIGER-Lab/MMLU-Pro","history":"initial import","indexing_mode":"noindex","subproblems":[],"grids":[]}