0/1 pts Incorrect Question 3 Consider a two-step binomial tree in which u-1/d, and the risk- neutral probability of an upward move in each step is p. What is the risk-neutral probability that the underlying stock price at the end of the second-period is the same as the initial stock price So? p"p. (1-p (1-p). 2""(1-p). 0/1 pts Incorrect Question 2 Consider a binomial tree model in which the length of each time step is 3 months. The annualized volatility of the underlying asset, which pays no dividends, is 0.3. The risk-free rate is 10% per annum (continuously-compounded). what is the risk neutral probability of an upward price movement in this model (up to the precision of two digits after the decimal point)? Hint: read section 12.7 of the Hull book 0.45 0.50 0.55 None of the above