Consider a European call option on a non-dividend-paying stock where the stock price is $149, the strike price is $149, the risk-free rate is 10% annum, the volatility is 66% per annum, and the time to maturity is 1.0 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, use negative sign if necessary.