Consider a European call option on a non$-$dividend$-$paying stock where the stock price is $$40,$ the strike price is $$40,$ the risk$-$free rate is $1\mathrm{.}9\%$ per annum, the volatility is $39\%$ per annum, and the time to maturity is six months. Calculate the value of the risk$-$neutral probability, p$.$