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If the volatility of a stock is 20% per annum and the risk-free rate is 5% per annum calculate the Cox, Ross, Rubinstein parameters u,

If the volatility of a stock is 20% per annum and the risk-free rate is 5% per annum calculate the Cox, Ross, Rubinstein parameters u, d, and the risk-neutral probability for a tree with a four-month time step.

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