In the event tree used in the binomial approach to option valuation,at each node the value either increases or decreases by the proportion u or d,respectively.If the annualized volatility of the underlying asset's value is 10 percent per year and the horizon is six months,what are the up-movement u and down-movement d values?
A) 1.0488 and 0.9534
B) 1.0513 and 0.9511
C) 1.0733 and 0.9317
D) 1.2505 and 0.8000
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