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Assume a stock is trade at $99, the volatility of the stock is 25%, and the risk-free interest rate is 4.1%. For a $109 strike

Assume a stock is trade at $99, the volatility of the stock is 25%, and the risk-free interest rate is 4.1%. For a $109 strike call option expiring in 60 days, what is the risk-neutral probability when using a two-step binomial tree to price the option? Please answer to 3 decimal places.

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