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If the volatility of a non-dividend paying stock is 23% per annum and a risk-free rate is 2% per annum, which of the following is

If the volatility of a non-dividend paying stock is 23% per annum and a risk-free rate is 2% per annum, which of the following is closest to the Cox, Ross, Rubinstein parameter u for a tree with a 5-month time step? Use 2 decimal places

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