QUESTION 5 Consider a four-period binomial tree model with the following infomration of the stocks: stock price = $50, up factor = 1.238, down factor =0.795, risk-free rate 0.05, We just bought one share of the stock and we also write a covered call at the strike price of $60 that matures in four periods. What is the probability that, at maturity, we achieve the maximum profit based on the risk-neutral probability? (consider where the stock price should be at for a stock + covered call to achieve the highest profit) 32 38% 10.98% 43.35% Cannot be determined