In a binomial option pricing model, when moving from valuing an option on a non-dividend paying stock to an index option which of the following is true for estimating uptick probability P? O The...

Extracted text: In a binomial option pricing model, when moving from valuing an option on a non-dividend paying stock to an index option which of the following is true for estimating uptick probability P? O The risk-free rate be replaced by the excess of the foreign risk-free rate over the domestic risk-free rate when p is calculated. O The formula for u changes. O The risk-free rate is replaced by the excess of the domestic risk-free rate over the dividend yield for discounting. O The risk-free rate is replaced by the excess of the domestic risk-free rate over the foreign risk-free rate in all calculations.