A risk committee of the board of company ABC is discussing the difference between pricing deep out-of-the-money call options on ABC stock and pricing deep out-of-the-money call options on the USD/GBP foreign exchange (FX) rate using the Black-Scholes-Merton model. The committee considers pricing each of these two options based on two distinct probability distributions of underlying asset prices at the option expiration date: a lognormal probability distribution, and an implied risk-neutral probability distribution obtained from the volatility smile for each aforementioned option of the same maturity and the same moneyness. If the implied risk-neutral probability distribution is used instead of the lognormal distribution, which of the following is correct?