The current stock price is $ 50. In 3 months, its price changes according to a binomial tree, u is 1.2 and d is 0.8. The stock pays no dividends and continuous compounded interest rate is 8%. There is a put option on this stock with the strike price of $ 55 maturing in 3 months. According to the Binomial Model, what are the risk-neutral probabilities? 0.5505, 0.4495 O 0.6523, 0.3477 0.5097, 0.4903 0.5, 0.5