the general binomial valuation model, the risk$-$neutral probability for an upmovement of asset price in a time step of length t is calculated as: p $=($a $-$ d$)/$u $-$d$),$ where a $=$ elr$-$alt. Which of the following is not true concerning parameter a inthis calculation? If the underlying asset is a commodity futures contract, a equals the negative storage cost for the commodity. If the underlying asset is a foreign currency, q equals the foreign risk$-$free rate. If the underlying asset is a non$-$dividend$-$paying stock, a equals zero. If the underlying asset is a stock index, q equals the index's annual dividend yield.