Question: what is going to be the down probability you will use to value an option in a two stage tree if: 1. the period of

  1. what is going to be the down probability you will use to value an option in a two stage tree if:

    1. the period of the up and down step of the tree is every half year

    2. volatility is 30% per annum

    3. risk free rate is 15

  		2.

    0.37

    0.46

    0.56

    NONE OF THE ABOVE

PLEASE ANSWER ASAP WILL GIVE POSITIVE RATING

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