Assume that a $$75$ strike call has a $1\mathrm{.}0\%$ continuous dividend, $90$ days until expiration, stock price of $$72\mathrm{.}00,$ and the volatility is $20\%.$ What is the rho of the option as the interest rate changes from $6\mathrm{.}0\%$ to $5\mathrm{.}0\%$ Answer to $2$ decimal places.