{"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":"a258472b-670e-5a1c-b318-35f0102a180f","task_key":"default--test--212","task_revision_id":"1","upstream_id":"212","short_description":"Assume the Black-Scholes framework. For $t \\ge 0$, let $S(t)$ be the time-$t$…","config":"default","split":"test","body":"{\"category\":\"business\",\"question\":\"Assume the Black-Scholes framework. For $t \\\\ge 0$, let $S(t)$ be the time-$t$ price of a nondividend-paying stock. You are given:\\n(i) $S(0)=0.5\\n(ii) The stock price process is $\\\\frac{dS(t)}{S(t)} = 0.05dt+0.2dZ(t)$ where $Z(t)$ is a standart Brownian motion.\\n(iii) $E[S(1)^\\\\alpha]=1.4$, where $\\\\alpha$ is a negative constant.\\n(iv) The continuously compounded risk-free interest rate is $3%$.\\nConsider a contingent claim that pays $S(1)^\\\\alpha$ at time 1. What is the time-0 price of the contigent claim?\",\"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":[]}