A stock trades at $24 and has a price volatility of 20% p.a.. The risk free interest rate is 6% p.a. continuously compounded. Suppose you follow Cox, Ross and Rubinstein (1979) and construct a two-step binomial tree to represent the changes of the stock price in the next 2 months, the value of u, d and the risk neutral probability for the stock price to increase should be _______, _______ and _______ respectively. a. 1.0851, 0.9216, 0.5411 b. 1.0388, 0.9626, 0.6522 c. 1.0238, 0.9767, 0.5622 d. 1.0594, 0.9439, 0.5291