Consider a European call option on a non-dividend-paying stock where the stock price is $119, the strike price is $119, the risk-free rate is 10% per annum, the volatility is 60% per annum, and the time to expiration is 0.2 years. In a binomial model with one step, what is the risk neutral upward move (that is, the "u")? (Type just the number to two decimal places in the response box, without commas, dollar signs or percent signs. Do not enter commas but use negative sign if necessary, so for example " "12.34").