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The stock volatility is 20% per annum and the risk-free rate is 3% per annum. Which of the following is closest to the Cox, Ross,

The stock volatility is 20% per annum and the risk-free rate is 3% per annum. Which of the following is closest to the Cox, Ross, and Rubinstein risk-neutral probability p for a binomial tree with a one-week time step? O 0.524 O 0.504 0.514 O 0.534

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