Suppose the annualized volatility of a stock is = 0.30. The mean return is =

Suppose the annualized volatility of a stock is σ = 0.30. The mean return is μ = 0.10. The risk-free rate is constant for all maturities at 2%. Letting the time interval h increase in monthly increments (1/12 of a year), how does the risk-neutral probability of an up move in the stock price change when using the CRR model? Why do we see this pattern?