find value for u in the jarrow -rudd model

7.4. You wish to construct a 2-period binomial tree to model the price of a futures contract. The following hold: The continuously compounded risk-free interest rate is 9%. The volatility of the exchange rate is 0.2. The length of each time step is 4 months. 0 Today's futures price is 80. Draw the binomial tree using each of our three binomial tree models. Give your value for u in the Jarrow-Rudd model described in problem 7.4 rounded to two decimal places