thumbs up if correct

You analyze a stock with an annual dividend yield of 3.5% and current spot price of $154. You believe the stock has expected volatility (o) of 10% per annum. You set up a two-stage binomial tree to price its options with each stage being 3-months. The risk-free rate is 1% per annum compounded continuously. What is the proportion of the up move (u) over each 3-month time slot? Ou