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37. The price of a European put option with strike price $118 that expires in one year is $21. The current underlying stock price is $100. The riskfree rate (as a net return) is 2% per year. Assume under the true probability the underlying stock's net return follows a Normal distribution with mean 8% and volatility 18% for a year. Ignore any dividends. What is the expected net return of this put option from today to expiration as a holding period return? Express your answer as a decimal after rounding it to the nearest hundredth. For example, type 0.25 if your answer is 25.15%. (Hint: the only difference between call and put options is the payoff function. For a call, we have max(ST K , 0) where ST is the underlying stock price at expiration. For a put, we have max(KST, 0) instead. )