Today's price of a non-dividend paying stock is S0=1. One year from today, there are two possible states. In the u state, the price of the stock is Su=20. In the d state, the price of the stock is Sd=0. The c.c. risk-free interest rate is five percent. Assume there is no arbitrage. A d-Arrow security has a payoff of one in the d state and zero in the u state. What is the price of the d-Arrow security? Round your answer to three decimal places