51. Compute the expected net return of a call option that expires in one period (T=1). Other inputs are in the table below. Express your answer as a decimal after rounding the number to the nearest percentage. For example, type 0.22 if you think the answer is 21.68%. mu expected log return Volatility of log returns current price of underlying asset strike price mu sigma so 0.07 0.09 $33 $34 current call option price CO $