Consider pricing European options on a stock with an initial price of $86 and a strike price of $86. The options mature in 9 months, and the risk-free rate of interest is 2.50% per annum. The volatility is = 0.25. If a 70 period binomial tree is to be used, then the risk-neutral probability of an up move, q, in the stock price using the Cox-Ross-Rubinstien (CRR) solution is:

A) -0.00499

B) 0.99484

C) 0.49871

D) 3.81510