Today's price of a non-dividend paying stock is 5o = 1. One year from today, there are two possible states. In the u state, the price of the stock is S. - 4. In the d state, the price of the stock is S4 = 0.25. The c.c. risk-free interest rate is ten percent. Assume there is no arbitrage. Au-Arrow security has a payoff of one in the u state and zero in the d state. What is the price of the u-Arrow security?Round your answer to three decimal places