A risk analyst at an investment bank is examining the assumptions the bank uses in its foreign exchange (FX) option pricing model. Currently, the implied volatility in a particular FX pair is relatively low if an option is at-the-money and becomes progressively higher as the option moves either more in-the-money or more out-of-the-money. How does the distribution of option prices on this FX pair implied by the Black-Scholes-Merton model compare to a lognormal distribution with the same mean and standard deviation?