Spread of a lognormal raised to the fourth

Suppose ln⁡X∼N(0,1)\ln X \sim \mathcal N(0, 1). Find Var⁡(X4)\operatorname{Var}(X^4). The answer has the form ea−ebe^{a} - e^{b} for positive integers a,ba, b; find a+ba + b.

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  1. ln⁡(X4)=4ln⁡X∼N(0,16)\ln(X^4)=4\ln X\sim\mathcal N(0,16), so X4X^4 is lognormal with σ2=16\sigma^2=16.
  2. Lognormal variance =(eσ2−1)e2μ+σ2=e32−e16=(e^{\sigma^2}-1)e^{2\mu+\sigma^2}=e^{32}-e^{16}.

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