{"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":"7187f583-ea2e-58ed-b36d-8082a022d5fd","task_key":"default--test--208","task_revision_id":"1","upstream_id":"208","short_description":"You are asked to determine the price of a European put option on a stock.…","config":"default","split":"test","body":"{\"category\":\"business\",\"question\":\"You are asked to determine the price of a European put option on a stock. Assuming the Black-Scholes framework holds, you are given: (i) The stock price is $100. (ii) The put option will expire in 6 months. (iii) The strike price is $98. (iv) The continuously compounded risk-free interest rate is r = 0.055. (v) δ = 0.01 (vi) σ = 0.50. What is the price of the put option?\",\"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":[]}