Suppose you are attempting to value a 1-year expiration option on a stock with volatility (i.e., annualized standard deviation) of o = 0.30. a. 1 period of 1 year. b. 4 subperiods, each 3 months. c. 12 subperiods, each 1 month. What would be the appropriate values for u and dif your binomial model is set up using: (Do not round intermediate calculations. Round your answers to 4 decimal places.) Answer is not complete. At = T Subperiods 1 u = explov At) 1.3499 d = exp(-ov At) 0.7408 a. 1/1 = 1 b. 4 1/4 = 0.25 c. 12 1/12 = 0.0833