For an option on futures, the volatility is 35%, the time step is three months, and the risk-free rate is 5%. What is the Cox, Ross, Rubinstein parameter, u?
A) 1.34
B) 1.29
C) 1.09
D) 1.19

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The Answer of For an option on futures, the volatility is 35%, the time step is three months, and the risk-free rate is 5%. What is the Cox, Ross, Rubinstein parameter, u?
A) 1.34
B) 1.29
C) 1.09
D) 1.19

For an Option on Futures, the Volatility Is 35%, the Time