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If the volatility of a stock is 50% 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 50% per annum and a risk-free rate is 5% per annum, which of the following is closest to the Cox, Ross, Rubinstein parameter u for a tree with a three-month time step? Please enter your answer rounded to two decimal places (and no dollar sign).

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