Given the maturity of an American put option 2 years, riskfree rate 10%, volatility of the stock 40%, current spot price of stock $50, strike price $50, what is the one-step risk neutral probability that stock price goes up considering a three-step binomial tree? A. 0.201 B. 0.452 C. 0.910 D. 0.523 Given the maturity of an American put option 2 years, riskfree rate 10%, volatility of the stock 40%, current spot price of stock $50, strike price $50, what is the one-step risk neutral probability that stock price goes up considering a three-step binomial tree? A. 0.201 B. 0.452 C. 0.910 D. 0.523