A stock price is currently $20. Over the next 6-month period, for each step of 3 months, the stock price is expected to go up by 20% or down by 20%. The risk-free interest rate is zero. Suppose there is a European call option of strike price $20 and it will expire in 6 months. We consider using a two-step binomial tree to value the European option. What is the risk-neutral probability associated with the middle node?