When we find the price of the American option using a multi-step binomial option pricing model, we use the same risk-neutral probability for all sub-trees. We can do so because:

a) We divide the time to maturity into EQUAL time intervals

b) We use the same u and d for all subtrees

c) Risk-free interest rate is the same for any time period

d) Both (a) and (b) e) Both (a) and (c)

f) Both (b) and (c)

g) All (a), (b), and (c)