Oh. I, II and III The continuously compounded risk-free rate is 5.36%. The continuously compounded expected rate of growth of the underlying stock is 19.02%. The underlying stock volatility is 96.2%. The option volatility is 126%. The time separating one binomial period to the next is At=0.25 What is the risk-neutral probability of an "up" move? Use the CRR approximations. Write 4 decimals in your answer. Answer