A tree is constructed to value an option on an index which is currently worth 100 and has a volatility of 25%. The index provides a dividend yield of 2%. Another tree is constructed to value an option on a non-dividend-paying stock which is currently worth 100 and has a volatility of 25%. A. The parameters p and u are the same for both trees B. The parameter p is the same for both trees but u is not C. The parameter u is the same for both trees but p is not D. None of the above
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