Consider a European call option on a non-dividend-paying stock where the stock price is $99, the strike price is $99, the risk-free rate is 10% per annum, the volatility is 66% per annum, and the time to expiration is 4 months. In a binomial model with one step, what is the size of a risk neutral upward move (that is, what is the value of "u")? (Type just the number to two decimal places in the response box, such as "12.34").