{"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":"index","profile":{"resources":[],"task_format":"","scoring":"","metric":"","size":"","answer_access":"","license":"","citation":"","maintainer":"","released":"","why_hard":"","related":[],"history":"","construction":"","limitations":"","saturation":"","scores":[]}},"task_id":"b124ed35-3b15-590a-8f66-d34d8715e589","task_key":"default--test--206","task_revision_id":"3","upstream_id":"206","short_description":"Traders in major financial institutions use the Black-Scholes formula in a…","config":"default","split":"test","body":"{\"category\":\"business\",\"options\":\"['0.275', '0.225', '0.165', '0.195', '0.210', '0.350', '0.300', '0.180', '0.320', '0.251']\",\"question\":\"Traders in major financial institutions use the Black-Scholes formula in a backward fashion to infer other traders' estimation of $\\\\sigma$ from option prices. In fact, traders frequently quote sigmas to each other, rather than prices, to arrange trades. Suppose a call option on a stock that pays no dividend for 6 months has a strike price of $35, a premium of $2.15, and time to maturity of 7 weeks. The current short-term T-bill rate is 7%, and the price of the underlying stock is $36.12. What is the implied volatility of the underlying security?\",\"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":"index","subproblems":[],"grids":[]}