In a One-Period Binomial Model,assume That the Current Stock Price

In a one-period binomial model,assume that the current stock price is $100,and that it will rise to $110 or fall to $90 after one month.If an investment of a dollar at the risk-free rate returns $1.001668 after one month,what is the standard deviation of monthly stock return under the risk-neutral probabilities?

A) 9.93%
B) 9.97%
C) 10.00%
D) 20.00%