Suppose that in a binomial model, the stock moves up by a factor of u=e^sigma*square root of h and down by a factor of d=e^-sigma* square root of h,…

Suppose that in a binomial model, the stock moves up by a factor of u=e^sigma*square root of h  and down by a factor of d=e^-sigma* square root of h, where h is time in years. Letting h = one month and d = 0.90909, what is the annualized volatility  of the stock?

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