Hi ,I want to ask why t=0.25, why not 6/12=0.5

A risk manager for Bank XYZ is considering writing a 6-month American put option on a non-dividend paying stock ABC. The current stock price is USD 50, and the strike price of the option is USD 52. In order to find the no-arbitrage price of the option, the manager uses a two-step binomial tree model. The stock price can go up or down by 20% each period. The manager's view is that the stock price has an 80% probability of going up each period and a 20% probability of going down. The annual risk-free rate is 12% with continuous compounding. What is the risk-neutral probability of the stock price going up in a single step? 34.5% 57.6% 65.5% 80.0%