See the following binomial tree.Yellow for stock price, green for European put option premium and blue for American put option premium.

What is the gross return of stock if the stock goes up?

A) 1.122

B) 1.057

C) 0.891

D) 0.982

11.10291 0 0.98263 10 0 0.87547 0 0.87547 0.0134 0 0.78 0.0134 10.78 10 0.04365 0.02716 0.04507 0.69494 0.02716 0.69494 0.07508 0.05506 0.07795 10.61915 0.05506 0.12503 0.13085 0.55163 0.19837 0.19837