55. Compute the return volatility of a put 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%. expected log return mu 0.09 Volatility of log returns sigma 0.13 current price of underlying asset S0 $33 strike price K $34 current put option price P0 $1.3