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 4.4% per annum, the volatility is 35% per annum, and the time to maturity is six months. Calculate the value of the risk-neutral probability, p. Enter your answers rounded to four decimal places. For example, if your calculation results in 0.1234567 , you only need to enter 0.1234