Consider a European call option on a non-dividend-paying stock where the stock price is $115, the strike price is $115, the risk-free rate is 10% per annum, the volatility is 49% per annum, and the time to expiration is one year. What is the risk-neutral probability of an upward move? (Type just the number to two decimal places in the response box, without commas, dollar signs or percent signs. For example "0.43").