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 risk-free 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%. 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 risk-free 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%