If the volatility of a non$-$dividend$-$paying stock is $20\%$ per annum and a risk$-$free rate is $2\%$ per annum, which of the following is closest to the Cox, Ross, Rubinstein parameter p for a tree with a three$-$month time step?

A$.$

$0\mathrm{.}58$

B$.$

$0\mathrm{.}54$

C$.$

$0\mathrm{.}62$

D$.$

$0\mathrm{.}50$