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=4. In the dstate, the price of the stock is Sd=0.25. The c.c. risk-free interest rate is ten percent. Assume there is no arbitrage. A u-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