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If the volatility of a non-dividend-paying stock is 38% per annum and a risk-free rate is 5% per annum, which of the following is closest

If the volatility of a non-dividend-paying stock is 38% per annum and a risk-free rate is 5% per annum, which of the following is closest to the Cox, Ross, Rubinstein parameter p for a tree with a 3-month time step? Use 2 decimal places

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