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If the volatility of a stock is 20% per annum and a risk-free rate is 5% per annum, which of the following is closest to

If the volatility of a stock is 20% per annum and a risk-free rate is 5% per annum, which of the following is closest to the Cox, Ross, Rubinstein parameter p for a tree with a three-month time step?

		0.50
		0.62
		0.54
		0.58

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