Which is untrue in the binomial option pricing model method O A. Binomial value is the expected value discounted by the risk free rate corresponding to the option's time period OB. At each time step the underlying asset price will move up or down by a factor a or (1 7) respectively. OC. Binomial Value = [n *Option up + (1 - TT)*Option down] xerat OD. Expected value at nodes prior to the final nodes is calculated using the option values from the later two nodes weighted by their respective probabilities O E. At each final node of the tree the option value is simply for a Call : max[0, 5,-X] or a Put: max[0, X-S,]