The future prices of a stock are modeled with a 1-period binomial tree based on forward prices, the period being one year. (i) The current stock price is 40 . (ii) The continuously compounded risk-free interest rate is 5%. (iii) The stock pays continuous dividend proportionate to its price at a rate of 2%. (iv) =0.3. Determine the risk-neutral probability of an increase in stock price